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Gold and silver as safe havens : a fractional integration and cointegration analysis
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2022
This paper investigates whether gold and silver can be considered safe havens by examining their long-run linkages with … 22 stock price indices. More specifically, the stochastic properties of the differential between gold/silver prices and … is found for the gold price differential vis-à-vis BEF, BSE, CAC, DOW, KLS, KS1, MXX, N100, NAS, NYA and SP5 and for both …
Persistent link: https://www.econbiz.de/10013445596
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Gold and Silver as Safe Havens : A Fractional Integration and Cointegration Analysis
Caporale, Guglielmo Maria; Gil-Alana, Luis A. - 2022
This paper investigates whether gold and silver can be considered safe havens by examining their long-run linkages with … 22 stock price indices. More specifically, the stochastic properties of the differential between gold/silver prices and … is found for the gold price differential vis-à-vis BEF, BSE, CAC, DOW, KLS, KS1, MXX, N100, NAS, NYA and SP5 and for both …
Persistent link: https://www.econbiz.de/10014241989
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Measuring market integration : a model of arbitrage with an econometric application to the gold standard, 1879-1913
Prakash, Gauri; Taylor, Alan M. - 1997
Persistent link: https://www.econbiz.de/10000630582
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Terms-of-trade variability and the adherence to the gold standard : the cases of Portugal and Spain
Llona Rodríguez, Agustín - In: Monetary standards and exchange rates, (pp. 264-295). 1997
Persistent link: https://www.econbiz.de/10001299840
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Integration in the American foreign-exchange market, 1791 - 1931
Officer, Lawrence H. - In: Monetary standards and exchange rates, (pp. 211-228). 1997
Persistent link: https://www.econbiz.de/10001299842
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Exchange rate dynamics and monetary reforms : theory and evidence from Britain's return to gold
Michael, Panos; Nobay, A. Robert; Peel, David - 1995
Persistent link: https://www.econbiz.de/10000925641
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Exchange rate dynamics and monetary reforms : theory and evidence from Britain's return to gold
Michael, Panos; Nobay, A. Robert; Peel, David - 1995
Persistent link: https://www.econbiz.de/10000907414
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Exchange rate dynamics and monetary reforms : theory and evidence from Britain's return to gold
Michael, Panos - In: Modern perspectives on the gold standard, (pp. 341-362). 1996
Persistent link: https://www.econbiz.de/10001298961
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The dollar pound real exchange rate and fiscal policy during the gold standard period
Kaminsky, Graciela L. - In: Modern perspectives on the gold standard, (pp. 309-340). 1996
Persistent link: https://www.econbiz.de/10001298962
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Money demand and supply under the gold standard : the United Kingdom, 1870 - 1914
Capie, Forrest - In: Modern perspectives on the gold standard, (pp. 261-283). 1996
Persistent link: https://www.econbiz.de/10001298964