... linking GPR with gold price bubbles via the LPPLS model, with a novel emphasis on the differentiation between GPRA and GPRT, providing new perspectives on the safe-haven role of gold during geopolitical uncertainty. C13 C51 C58 F52 G15 Q02 For millennia, gold has played an important role...

...-of-sample predictability Time-varying predictability C10 C13 G12 G21 Forecasting market excess returns has received a great deal of attention from researchers because it has implications for portfolio management, market efficiency and economic policy[ 1 ],[ 2 ]. Many variables have been...

... Interdependence EGARCH Nordic region Stock G15 C13 © Emerald Group Publishing Limited 2015 In the 2000s, the interdependence between the European Union (EU) stock markets received more attention in academia. While Kim et al. (2005) apply a bivariate EGARCH model to assess market...