Browsing 03 Faculty of Business and Economics by Subject "GARCH, generalized forecast error variance decomposition, generalized impulse response, information transmission, Markov-Switching VEC model, oil prices, precious metal prices, regime-switching, TGARCH volatility"

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Information Transmission, Nonlinearity and Volatility Behavior of Precious Metals in the Presence of Oil and Exchange Rate Shocks

Asaba, Nwin - Anefo Fru (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2014-07)

ABSTRACT: The recent shock waves due by devastating and contagious crises in both the stock and commodity markets over the last few decades have driven individual investors, institutions, as well as entire countries to ...