dollar and gold prices, using daily data spanning the period 2000-2011. Through the Error Correction Model and the … between the exchange rate and gold prices, in terms of both means and conditional volatilities. The results are important, in …. Moreover, they provide additional support to the hypothesis that both markets are driven by the same information set. -- gold …

This paper looks into economic insights offerred by considerations of two important financial markets in Vietnam, gold … weak-form efficient market hypothesis. All the test rejects the efficiency of both gold and foreign exchange markets. All …