Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis

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作者
Department of Economics and Finance, College of Economics and Political Science, Sultan Qaboos University, Muscat, Oman [1 ]
不详 [2 ]
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20500, Finland
不详 [4 ]
不详 [5 ]
不详 [6 ]
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新加坡国家研究基金会;
关键词
COVID-19 - Currency - Currency markets - Frequency spillover - Gold/palladium - Gold/platinum - Palladium silvers - Palladium-platinum - Safe haven - Volatility spillovers;
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