Apergēs, Nikolaos; Papoulakos, Dimitrios - In: The open economics journal 6 (2013), pp. 1-10
This paper explores the association between the nominal/real exchange rate between the Australian dollar against the US dollar and gold prices, using daily data spanning the period 2000-2011. Through the Error Correction Model and the Generalized Autoregressive Heteroskedastic (GARCH) approach,...