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Downside and upside risk spillovers between precious metals and currency market...
Hanif, Waqas; Mensi, Walid; Alomari, Mohammad; Andraz, JorgeThis paper investigates the tail dependence dynamics and asymmetric risk spillovers between the futures of four important precious metals (gold, silver, platinum, and palladium) and seven leading currencies (EUR, GBP, JPY, CAD, AUD, CHF, and CNY) before and during the COVID-19 crisis using the time-varying-parameter copula and the conditional Value-at-Risk (CoVaR) method. The results show the symmetric dependen...
Date: 2023
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Origin: Sapientia - Universidade do Algarve
A Survey of Large Scale Data Management Approaches in Cloud Environments
Alomari, Mohammad
Date: 2011
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Origin: Oasisbr