THE ASYMMETRIC LONG-RUN RELATIONSHIP BETWEEN CRUDE OIL AND GOLD FUTURES
Year of publication: |
2012
|
---|---|
Authors: | Lee, Yen-Hsien ; Huang, Ya-Ling ; Yang, Hao-Jang |
Published in: |
Global Journal of Business Research. - Vol. 6.2012, 1, p. 9-15
|
Subject: | Momentum Threshold Error Correction Model | Asymmetric Causality Relationship | Crude Oil | Gold | Futures Market |
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