Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor
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DOI: 10.1016/j.irfa.2021.101672
Abstract: Abstract We examine the volatility spillovers and hedging characteristics between four major precious metals futures (gold, palladium, platinum, and silver) and seven major currencies (Australian dollar, British pound, Canadian dollar, Chinese yuan, Euro, Japanese yen,… read more here.
Keywords: precious metals; time; currency; term ... See more keywords