We examine the relationship between gold prices and the U.S. dollar exchange rate, arguing that their interactions are … SETAR(2,p) tests. Subsequently, we perform conditional least square estimations of log changes in gold prices as a function … consistently inverse, suggesting that gold and the U.S. dollar are risk-hedging substitutes for normal market periods. This also …

Literature is replete with evidence of market integration between crude oil, gold and interest rates (IR) with the … conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily … association of gold, crude oil and the yield on the ER are significant for both shocks and persistence. It confirms the economic …

“shadow” gold standard in the mid-1890s the forward rate became a considerably better predictor of the future spot rate than … their pre-1896 level. This implies that the Austro-Hungarian Bank's policy of defending the gold value of the currency was …