Title:

Downside and Upside Risk Spillovers between Precious Metals and Currency Markets: Evidence from before and during the COVID-19 Crisis

Authors:

Waqas Hanif (CEFAGE, U of Algarve, U Islamabad)
Walid Mensi (U of Tunis, Sultan Qaboos U)
Mohammad Alomari (U Algarve)

Journal:

Resources Policy

Year:

2023

Volume:

81

JEL codes:

F31 - Foreign Exchange
G15 - International Financial Markets
G13 - Contingent Pricing; Futures Pricing