Listar por tema "GARCH models"
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The informational content of unconventional monetary policy on precious metal markets
(2018)This paper investigates the informational content of unconventional monetary policies and its effect on commodity markets, adopting a nonlinear approach for modeling volatility. The main question addressed is how the Bank ... -
Rogue state behavior and markets: The financial fallout of North Korean nuclear tests
(2014)Financial markets react to major political events. The three nuclear tests conducted by North Korea in 2006, 2009 and 2013 are a sober confirmation of its on-going nuclear weapons program with the concomitant potential ...