Gold markets around the world – who spills over what, to whom, when?
Lucey, Brian M.
Taylor & Francis Group
MetadataShow full item record
Gold is traded worldwide, mainly in London, New York, Tokyo and Shanghai. We apply the recently developed spillover index approach of Diebold and Yilmaz (2009) to investigate the degree to which these markets are integrated, and which are net senders or recipients of information. The evidence suggests that Shanghai remains isolated as a market both in terms of volatility and return spillovers. The strongest and most integrated pair of markets are the London Cash market and COMEX. Returns spill over more strongly than do volatilities. Spillovers show significant time variation
Applied Economics Letters
Larkin, C., Lucey, B. and O’Connor. F. (2014) 'Gold Markets Around the World – Who spills over what, to whom, when?', Applied Economic Letters, 21 (13), pp. 887-892
This is an Accepted Manuscript of an article published by Taylor & Francis in Applied Economics Letters. The final published version is available at http://dx.doi.org/10.1080/13504851.2014.896974
Showing items related by title, author, subject and abstract.
A Qualitative Evaluation of the Perceptions of the Social Marketing of Alcohol: A Study of Cardiff Metropolitan University Undergraduate Students Ofori, Elizabeth (Cardiff Metropolitan University, 2014)Social marketing is all around us- 'stop smoking', 'eat healthily', 'recycle'. It’s about influencing social change through the adaption of commercial marketing theories and practices. This inductive, interpretivistic, ...
Online Marketing Techniques and Practices : Application for Bulgarian Business Environment and United Milk Company Plc Boyadjiev, E N (University of Wales, 2010)Kotler and Armstrong (2010) define online marketing as the efforts of companies to market their products and services and build relationships with their consumers over the Internet. Today people live in a digital age, in ...
Petrova, Plamena Valentinova (Cardiff Metropolitan University, 2012)The research clarifies the role of Mobile Marketing in today's mobile world, and the place which it takes in the companies – the users of mobile marketing services and their customers - the owners of various mobile devices ...