Return spillovers between white precious metal ETFs: the role of oil, gold, and global equity

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Vigne, Samuel ; Lau, Chi Keung Marco ; 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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