Volatility Spillover: Garch Analysis of S&P 500’s Influence on Precious Metals
By: Edo Duran, Zoran Grubisic and Milena Lazic
DOI: https://doi.org/10.2478/jcbtp-2024-0018 | Journal eISSN: 2336-9205
Language: English
Page range: 187 - 211
Submitted on: May 27, 2023
|Accepted on: Oct 25, 2023
|Published on: Jun 7, 2024
Published by: Central Bank of Montenegro
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
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© 2024 Edo Duran, Zoran Grubisic, Milena Lazic, published by Central Bank of Montenegro
This work is licensed under the Creative Commons Attribution 4.0 License.