HomepageCOMMIDITIESMultivariate Granger Causality among Oil prices, Gold prices, and KSE100: Evidence from Johansen Cointegration and GARCH Models COMMIDITIES GARCH MODELS GOLD PRICES MULTIVARIATE MODELS OIL PRICES Multivariate Granger Causality among Oil prices, Gold prices, and KSE100: Evidence from Johansen Cointegration and GARCH Models capitalmarketsjournal LEAVE A RESPONSE Cancel replyYou must be logged in to post a comment. Post navigation Previous PostNavigating Credit Spreads: Understanding Yield Curve Volatility and Fiscal Deficit Risks Next PostLove and Unity: Aristophanes’ Myth of Eros in Plato’s Symposium You Might Also Like ECONOMETRICS RESEARCH Forecasting Volatility in Asianand European Stock Marketswith Asymmetric GARCHModels capitalmarketsjournal December 30, 2024 ARCH Modelling conditional heteroskedasticity: Application to the “IBEX-35” stock-return index capitalmarketsjournal April 14, 2024 DERIVATIVES LEVERAGE RISK Q1 2025 Seasonal Volatility and Stock Market Correction: A Forecasting Analysis capitalmarketsjournal February 24, 2025 FX MARKET VOLATILITY The many reasons why the British Pound can depreciate below parity against the USDollar capitalmarketsjournal December 5, 2024
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