Return and volatility transmission among economic policy uncertainty, geopolitical risk and precious metals
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DOI: 10.1108/SEF-10-2023-0586
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More about this item
Keywords
Economic policy uncertainty; Geopolitical risk; Precious metals; TVP-VAR frequency connectedness; GFC; Covid-19; C32; E30; F30; G10; Q40;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- F30 - International Economics - - International Finance - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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