Work

Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor

Year: 2021

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2021.101672

Authors: Walid Mensi, Jose Arroeola Hernandez, Seong-Min Yoon, Xuan Vinh Vo, Sang Hoon Kang

Institutions: University of Economics Ho Chi Minh City, Viện Nghiên cứu kinh doanh, Sultan Qaboos University, Pusan National University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Đại học Kinh tế Thành phố Hồ Chí Minh, Ministry of Education, National Research Foundation of Korea

Award: G1337580933

OpenAlex ID: W3119280378

FWCI: 11.84

Cites: 58

Cited by: 74

Related to: 10