Impact of Global Financial Crisis on Precious Metals Returns: An Application of ARCH and GARCH Methods

This paper is focusing on seeing the resilient of precious metals returns in facing the global financial crisis and provide a new guide for the investors before making investment decisions on precious metals. Four types of precious metals returns which are the variables selected in this study. The p...

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Bibliographic Details
Main Author: ABDUL KARIM, SAMSUL ARIFFIN
Format: Conference or Workshop Item
Published: 2012
Subjects:
Online Access:http://eprints.utp.edu.my/8884/1/SKSM20_AIP_Tahir_update_.pdf
http://eprints.utp.edu.my/8884/
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