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Ashalia Fitri Yuliana, Robiyanto Robiyanto    

The purpose of this study is to analyze the role of gold as safe haven or hedge for mining stocks in Indonesia during the COVID-19 pandemic period. The data used in this study are mining stock index data (JASICA) daily closing on the Indonesia Stock Exch... see more


Mario Tonveronachi    

Following the financial fragility approach of H. Minsky and its later extension by J. Kregel, the paper addresses some basic aspects of the dynamics and management of foreign debt in the perspective of the emerging... see more


Kostiantyn Vozianov    

The aim of the study is to examine the factors of formation and development of the derivatives market in Central and Eastern Europe (CEE), to analyze the features of the organization and functioning of these markets, as well as to identify mode... see more


Arfaoui Mongi,Haj Ali Dhouha    

The present paper studies stock-commodity markets linkage using var-garch approach for the period spanning from January 3, 2000 to March 12, 2014. The analysis has been performed through three competing specifications; the var-ccc-garch, the var-bekk-gar... see more


Gaye Gencer,Zafer Musoglu    

This paper examines the volatility transmission mechanisms bivariately, between gold prices and alternatively, Turkish stock market and government bond indices. We employ the BEKK-GARCH model for evaluating the volatility linkages, as a robust technique.... see more