Dynamic Price Integration in the Global Gold Market
Year of publication: |
2012-09-29
|
---|---|
Authors: | Chang, Chia-Lin ; Chang, Jui-Chuan Della ; Huang, Yi-Wei |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Global gold market | Dynamic price integration | Toda-Yamamoto Procedure | Augmenting level-VAR models |
-
Dynamic price integration in the global gold market
Chang, Chia-Lin, (2013)
-
Dynamic price integration in the global gold market
Chang, Chia-Lin, (2013)
-
The Dynamics of Arbitrage : Evidence from the Forward Markets
Batten, Jonathan A., (2017)
- More ...
-
Dynamic price integration in the global gold market
Chang, Chia-Lin, (2013)
-
Dynamic price integration in the global gold market
Chang, Chia-Lin, (2013)
-
Hsieh, Chee-Ruey, (2011)
- More ...