Vigne, A, Lucey, B, O'Connor, F orcid.org/0000-0002-2877-8098 et al. (1 more author) (2017) The Financial Economics of White Precious Metals - A Survey. International Review of Financial Analysis.
Abstract
This article provides a review of the academic literature on the financial economics of silver, platinum and palladium. The survey covers the findings on a wide variety of topics relation to the White Precious Metals including Market Efficiency, Forecastability, Behavioral Findings, Diversification Benefits, Volatility Drivers, Macroeconomic Determinants, and their relationships with other assets.
Metadata
Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2017 Elsevier Inc. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. |
Keywords: | Silver, platinum, Palladium, Survey |
Dates: |
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Institution: | The University of York |
Academic Units: | The University of York > Faculty of Social Sciences (York) > The York Management School |
Depositing User: | Dr. Fergal O'Connor |
Date Deposited: | 10 May 2017 11:14 |
Last Modified: | 19 Oct 2018 00:38 |
Published Version: | https://doi.org/10.1016/j.irfa.2017.04.006 |
Status: | Published online |
Publisher: | Elsevier |
Refereed: | Yes |
Related URLs: |
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Filename: The Financial Economics of White Precious Metals - A Survey Final Draft.pdf
Licence: CC-BY-NC-ND 4.0