Co-movements of oil, gold, the US dollar, and stocks
Subarna K. Samanta; Ali H. M. Zadeh
| Year of publication: |
2012
|
|---|---|
| Authors: | Samanta, Subarna K. ; Mohamad-Zadeh, Ali H. |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 3.2012, 1, p. 111-117
|
| Subject: | Stationarity | VARMA | Common trends | Co-integration | Granger causality | Volatility | Spillover index | Volatilität | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | USA | United States | Spillover-Effekt | Spillover effect | Wechselkurs | Exchange rate | Kointegration | Cointegration | VAR-Modell | VAR model | Gold | US-Dollar | US dollar | Aktienindex | Stock index | Welt | World |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009710520