Volatility transmission between gold and oil futures under structural breaks

International Review of Economics and Finance

Volumn 25, Issue , 2013, Pages 113-121

  Ewing, Bradley T ^a   Malik, Farooq ^b  

^a TEXAS TECH UNIVERSITY   (United States)

^b ZAYED UNIVERSITY   (United Arab Emirates)

Author keywords

GARCH; Gold volatility; Oil volatility; Structural breaks; Volatility transmission

Indexed keywords

EID: 84863431188     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2012.06.008     Document Type: Article

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