Open AccessVolatility spillover effect study in U.S. dollar and gold market based on bivariate-BEKK model
Author(s) -
Pung Yean Ping,
Maizah Hura Ahmad,
Norazlina Ismail
Publication year - 2016
Publication title -
aip conference proceedings
Language(s) - English
Resource type - Conference proceedings
SCImago Journal Rank - 0.177
H-Index - 75
eISSN - 1551-7616
pISSN - 0094-243X
DOI - 10.1063/1.4954611
Subject(s) - spillover effect , volatility (finance) , bivariate analysis , liberian dollar , financial market , economics , us dollar , gold as an investment , monetary economics , econometrics , macroeconomics , finance , exchange rate , computer science , machine learning
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