Work

Downside/upside price spillovers between precious metals: A vine copula approach

Year: 2015

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2015.08.001

Authors: Juan C. Reboredo, Andrea Ugolini

Institutions: Universidade de Santiago de Compostela, University of Florence

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Ministero dell’Istruzione, dell’Università e della Ricerca, Xunta de Galicia

Award: G3074380700

OpenAlex ID: W1194246642

FWCI: 8.296

Cites: 56

Cited by: 57

Related to: 10