Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Is there spill-over effect among metals? Subject The topic of the resource Metal price volatility; Multivariate GARCH; Volatility persistence; Volatility spill-over effect Description An account of the resource This paper was aimed at examining the existence of volatility spill-over between precious and industrial metals by estimating Multi-variate GARCH model. Metals chosen for this study were aluminium, copper, gold and silver. Data from 1st march 2004 to 31st March 2018 were used for the analysis. Significant clustering effect was found in the variance of all the metals studied. Significantly strong volatility spill-over was found between aluminium and copper when compared to other metals. It was also noted that the persistence of volatility spill-over between copper and aluminium is the least among other metals. Since there is significant spill-over between aluminium and copper, portfolio managers are advised to avoid investing in them together in their portfolios. 2019 SERSC. Creator An entity primarily responsible for making the resource Sunil N.S.; Natchimuthu N. Source A related resource from which the described resource is derived International Journal of Advanced Science and Technology, Vol-29, No. 2, pp. 72-80. Publisher An entity responsible for making the resource available Science and Engineering Research Support Society Date A point or period of time associated with an event in the lifecycle of the resource 2020-01-01 Identifier An unambiguous reference to the resource within a given context <a href="" target="_blank" rel="noreferrer noopener"></a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85083074451&amp;partnerID=40&amp;md5=e0400c84f38b5f41846857e60577c213" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85083074451&amp;partnerID=40&amp;md5=e0400c84f38b5f41846857e60577c213</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 20054238 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Sunil N.S., Department of Commerce, Christ (Deemed to be university), Delhi NCR, Ghaziabad, 201003, Delhi NCR, India; Natchimuthu N., Department of Commerce, Christ (Deemed to be university), Hosur Main road, Bangalore, 560029, Karnataka, India