This paper analyzes the long-run relationship between gold and silver prices. We closely follow Escribano and Granger … crises for the relationship between gold and silver prices. We find clear evidence for a co-integration relationship between … gold and silver with gold prices driving the relationship. The analysis also indicates that the results are influenced by …

metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized … future metal market. The results are of interest to policymakers who provide regulations for the future metal markets. …

metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized … future metal market. The results are of interest to policymakers who provide regulations for the future metal markets …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …