Browsing Trinity Business School by Subject "Gold, Silver, Volatility of high-frequency Price Returns, Precious Metal Benchmark Market, Macroeconomic Volatility Contagious, Trading Scenario, Spread Return, Hurst Exponent"
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Gold and Silver Price Volatility Macro and Micro Approach
(Trinity College Dublin. School of Business. Discipline of Business & Administrative Studies, 2021)Is there any volatility spillover from key macroeconomic variables towards the price returns in gold and silver markets? What is the stylized fact between return and volatility of the auctions in gold and silver markets? This ...