Relationship between gold and stock markets during the global financial crisis : evidence from nonlinear causality tests
Taufiq Choudhry, Syed S. Hassan, Sarosh Shabi
| Year of publication: |
October 2015
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| Authors: | Choudhry, Taufiq ; Ul Hassan, Syed Shabi ; Shabi, Sarosh |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 41.2015, p. 247-256
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| Subject: | Gold returns | Stock returns | Stock volatility | LIBOR | Nonlinear causality | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Finanzkrise | Financial crisis | Aktienmarkt | Stock market | Volatilität | Volatility | Gold | Börsenkurs | Share price | ARCH-Modell | ARCH model | Welt | World | Kapitalmarktrendite | Capital market returns | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.03.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011508942