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Price Stability Properties and Volatility Analysis of Precious Metals: An ICSS Algorithm Approach
16 references·0 citing·47 second hop
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,889 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 2006The Strategic and Tactical Value of Commodity Futures1,037 cited
  • 2003A New Approach to Measuring Financial Contagion1,030 cited
  • 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited
  • 1999Volatility in Emerging Stock Markets735 cited
  • 1995Asymmetric volatility transmission in international stock markets728 cited
  • 2005Gold as a hedge against the dollar572 cited
  • 2006Do Precious Metals Shine? An Investment Perspective479 cited
  • 2014Do global factors impact BRICS stock markets? A quantile regression approach430 cited
  • 2010The macroeconomic determinants of volatility in precious metals markets

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395 cited
  • 1989Gold and Gold Stocks as Investments for Institutional Portfolios335 cited
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