Return spillovers between White Metals ETFs The Role\ud of Oil, Gold, and Global Equity

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Lau, Marco Chi Keung; Vigne, Samuel A.; Wang, Shixuan; Yarovaya, Larisa;
(2017)

This paper investigates the relationship between white precious metals and gold, oil and global equity by means of spillovers and volatility transmission. Relying on the recently introduced ETFs, this study is the first to analyse return spillovers derived from an E-GAR... View more
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