Downside/upside price spillovers between precious metals: A vine copula approach

  1. Reboredo, J.C.
  2. Ugolini, A.
Journal:
North American Journal of Economics and Finance

ISSN: 1062-9408

Year of publication: 2015

Volume: 34

Pages: 84-102

Type: Article

DOI: 10.1016/J.NAJEF.2015.08.001 GOOGLE SCHOLAR