Open AccessLinkage between Gold and Stock Return: Evidence from Nonlinear Causality and Rolling Window Volatility Spillover
Author(s) -
GEZER MESUT ALPER
Publication year - 2022
Publication title -
economic computation and economic cybernetics studies and research
Language(s) - English
Resource type - Journals
eISSN - 1842-3264
pISSN - 0424-267X
DOI - 10.24818/18423264/56.2.22.11
Subject(s) - stock (firearms) , econometrics , economics , volatility (finance) , spillover effect , nonlinear system , linkage (software) , causality (physics) , monetary economics , financial economics , macroeconomics , engineering , genetics , physics , biology , mechanical engineering , quantum mechanics , gene