Do gold prices respond to real interest rates? : evidence from the Bayesian Markov Switching VECM model
Year of publication: |
2019
|
---|---|
Authors: | Apergēs, Nikolaos ; Cooray, Arusha ; Khraief, Naceur ; Apergis, Iraklis |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 60.2019, p. 134-148
|
Subject: | Gold | Interest rates | MS-VECM model | Realzins | Real interest rate | Zins | Interest rate | Markov-Kette | Markov chain | Kointegration | Cointegration | Schätzung | Estimation | Theorie | Theory | Bayes-Statistik | Bayesian inference | Goldstandard | Gold standard |
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