The financial economics of white precious metals - A survey

被引：67
作者：
Vigne, Samuel A. [1 ,2 ]
Lucey, Brian M. [2 ]
O'Connor, Fergal A. [3 ]
Yarovaya, Larisa [4 ]
机构：
[1] Queens Univ Belfast, Queens Management Sch, Belfast BT9 5EE, Antrim, North Ireland
[2] Trinity Coll Dublin, Trinity Business Sch, Dublin 2, Ireland
[3] Univ York, York Management Sch, York YO10 5GD, N Yorkshire, England
[4] Anglia Ruskin Univ, Lord Ashcroft Int Business Sch, Chelmsford CM1 1SQ, Essex, England
来源：
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS | 2017年 / 52卷
关键词：
Silver; Platinum; Palladium; Survey; Review; PRICE MOVEMENTS; DOWNSIDE RISK; VOLATILITY DYNAMICS; FUTURES MARKETS; STOCK MARKETS; SILVER SPREAD; EXCHANGE-RATE; SAFE HAVENS; OIL PRICES; GOLD;
D O I：
10.1016/j.irfa.2017.04.006
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
This article provides a review of the academic literature on the financial economics of silver, platinum and palladium. The survey covers the findings on a wide variety of topics relation to the White Precious Metals including Market Efficiency, Forecastability, Behavioral Findings, Diversification Benefits, Volatility Drivers, Macroeconomic Determinants, and their relationships with other assets. (C) 2017 Elsevier Inc. All rights reserved.
引用
收藏
页码：292 / 308
页数：17
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