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Volatility Integration of Gold and Copper with Foreign Exchange Rates.

Anmol KalraAbhishek Kumar SaxenaShailesh RastogiJagjeevan KanoujiyaRahul Singh Gautam
Published in: IHTC (2022)
Keyphrases
  • exchange rate
  • stock price
  • foreign exchange
  • short run
  • long run
  • financial time series
  • risk aversion
  • data integration
  • currency exchange
  • non stationary
  • financial markets
  • stock market
  • financial crisis