Australian Implied Volatility Index 1 Barclays Global Aggregate Bond Index 1 Bond 1 Cointegration 1 Daily Value-at-Risk Model 1 Dynamic Cointegration 1 ECM 1 Error Correction Model 1 Exchanged Traded Funds 1 Financial crisis period 1 Futures 1 Gold 1 High-frequency Data 1 Impulse Response Functions 1 Index 1 Intraday 1 Johansen-Juselius Technique 1 Long-run Relationship 1 Oil 1 Price Leadership 1 Regression Analysis 1 Risk Management 1 S&P 500 1 Silver 1 Stock 1 VAR 1 VECM 1 Vector Auto Regression 1 Vector Error Correction Model 1 Vector Error Correction Modelling 1