Volatility linkages among the returns of oil, gold, and stock market: Evidence from Thailand
Parichat Sinlapates Faculty of Business Administration and Accountancy, Khon Kaen University, Khon Kaen, Thailand Nattawadee Romklang Faculty of Economics, Khon Kaen University, Khon Kaen, Thailand Surachai Chancharat Faculty of Business Administration and Accountancy, Khon Kaen University, Khon Kaen, Thailand DOI: https://doi.org/10.14456/apst.2021.41 Keywords: Oil Gold Stock Volatility spillover BEKK-GARCH Thailand Abstract This paper examines the return […]