Volatility Spillover: Garch Analysis of S&P 500’s Influence on Precious Metals
, and
Jun 07, 2024
About this article
Published Online: Jun 07, 2024
Page range: 187 - 211
Received: May 27, 2023
Accepted: Oct 25, 2023
DOI: https://doi.org/10.2478/jcbtp-2024-0018
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© 2024 Edo Duran et al., published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Duran, Edo
Ernst & YoungStockholm, Sweden
Grubisic, Zoran
Belgrade Banking Academy, Faculty of Banking, Insurance and FinanceBelgrade, Serbia
Lazic, Milena
Institute of Economic SciencesBelgrade, Serbia