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how long-run price linkages and price causalities among crude oil and gold markets changed before and after the crisis. To … have a good reference, we also tested the same issue for the oil-platinum relationship. Using the cointegration methods, we … found little evidence that gold began to have a price linkage with the crude oil market after the 2008 financial crisis …
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I explore whether time-series methods exploiting the long-run equilibrium properties of the housing market might have detected the disequilibrium in U.S. house prices which pre-dated the Great Recession as it was building up. Based on real-time data, I show that a VAR in levels identified as in...
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between the Islamic indices as well as their counterparts. In terms of long run relationship or cointegration it is found that …
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