Agnese, Pablo; Garcia del Barrio, Pedro; Gil-Alana, … - In: Studies in Economics and Finance 41 (2024) 5, pp. 1012-1022
Purpose The purpose of this paper is to examine the degree of persistence in four precious metal prices (i.e. gold … by NBER (2022), the paper uses fractional integration to test the degree of persistence of precious metal prices … contributions of the paper. Firstly, the authors contribute to the commodity markets and finance literature on precious metal price …