Dynamic Volatility Transmission Across Oil, Gold, the U.S. Dollar, and Thai Equities: Evidence from a Bayesian TVP-VAR with Stochastic Volatility

Bunnag T.

DOI: 10.20944/preprints202608.2143.v1
Published: 2026-08-28
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Cite this work

BibTeX

@article{allodium:10.20944/preprints202608.2143.v1,
  title = {Dynamic Volatility Transmission Across Oil, Gold, the U.S. Dollar, and Thai Equities: Evidence from a Bayesian TVP-VAR with Stochastic Volatility},
  author = {Bunnag T.},
  year = {2026},
  doi = {10.20944/preprints202608.2143.v1},
  url = {https://doi.org/10.20944/preprints202608.2143.v1}
}

RIS

TY  - JOUR
TI  - Dynamic Volatility Transmission Across Oil, Gold, the U.S. Dollar, and Thai Equities: Evidence from a Bayesian TVP-VAR with Stochastic Volatility
AU  - Bunnag T.
PY  - 2026
DO  - 10.20944/preprints202608.2143.v1
UR  - https://doi.org/10.20944/preprints202608.2143.v1
ER  -

APA

T., B. (2026). Dynamic Volatility Transmission Across Oil, Gold, the U.S. Dollar, and Thai Equities: Evidence from a Bayesian TVP-VAR with Stochastic Volatility. https://doi.org/10.20944/preprints202608.2143.v1

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europe-pmc · retrieved 2026-11-10T11:23:20.249Z