Apergēs, Nikolaos; Papoulakos, Dimitrios - In: The open economics journal 6 (2013), pp. 1-10
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 …