Work

Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria

Year: 2019

Type: article

Source: Resources Policy

DOI: 10.1016/j.resourpol.2019.02.015

Authors: Adeolu O. Adewuyi, Olabanji B. Awodumi, Temitope T. Abodunde

Institution: University of Ibadan

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2935123376

FWCI: 8.372

Cites: 60

Cited by: 49

Related to: 10