Work

Volatility regime, inverted asymmetry, contagion, and flights in the gold market

Year: 2021

Type: article

Source: Pacific-Basin Finance Journal

DOI: 10.1016/j.pacfin.2021.101522

Authors: Meng-Shiuh Chang, Chih-Chun Kung, Meng-Wei Chen, Yuan Tian

Institutions: Hubei University, Jiangxi University of Finance and Economics, Nanjing Audit University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3135356100

FWCI: 1.373

Cites: 28

Cited by: 12

Related to: 10