Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis
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DOI: 10.1016/j.resourpol.2021.102419
Abstract: Abstract This paper investigates the co-movements among precious metals (gold, silver, platinum, and palladium) across time-frequency domains and investment horizons and its implications for dynamic hedging, asset allocation, and utility gains. Based on a multiple… read more here.
Keywords: wavelet based; based dynamic; among precious; movements among ... See more keywords