Volatility transmission between gold and oil futures under structural breaks

International Review of Economics & Finance - Tập 25 - Trang 113-121 - 2013
Bradley T. Ewing1, Farooq Malik2
1Rawls College of Business, Texas Tech University, Lubbock, TX 79409‐2101, USA
2College of Business, Zayed University, P. O. Box 19282, Dubai, United Arab Emirates

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