Dynamic Linkage and Volatility Spillover Effect of Gold Spot, ETF and Futures Markets in China

Dong CAO, Jingjing XU, Wenwei LI, Jie ZHAO

China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (4) : 1154-1175.

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China Journal of Econometrics ›› 2023, Vol. 3 ›› Issue (4) : 1154-1175. DOI: 10.12012/CJoE2023-0019

Dynamic Linkage and Volatility Spillover Effect of Gold Spot, ETF and Futures Markets in China

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{{article.zuoZheEn_L}}. {{article.title_en}}. China Journal of Econometrics, 2023, 3(4): 1154-1175 https://doi.org/10.12012/CJoE2023-0019

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