...Opeoluwa Adeniyi Adeosun; Suhaib Anagreh; Mosab I. Tabash; Xuan Vinh Vo Purpose This paper aims to examine the return and volatility transmission among economic policy uncertainty (EPU), geopolitical risk (GPR), their interaction (EPGR) and five tradable precious metals: gold, silver, platinum...

.... (2015a, 2015b) and modified by Phillips and Shi (2018). In the second step, the correlation in the contagion effect of the bubbles between the two precious metal prices is measured using a nonparametric regression with a time-varying coefficient approach developed by Greenaway-McGrevy and Phillips (2016...

...Sinem Guler Kangalli Uyar; Umut Uyar; Emrah Balkan Purpose The purpose of this paper is to scrutinize three different points: How safe haven properties of precious metals (gold, silver, platinum and palladium) differentiate in two recent major crises such as the Global Financial Crisis (GFC...

...Marco Erling Purpose This paper aims to analyze the sensitivity of different external factors to the returns of the precious metals of gold, silver, platinum and palladium. The goal is to find similarities and differences between the dependencies of every factor to each metal in a time-varying...