Oil and gold price dynamics in a multivariate cointegration framework
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s10368-013-0237-8.pdf
Reference61 articles.
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4. Beckmann J, Czudaj R (2013a) Gold as an inflation hedge in a time-varying coefficient framework. N Am J Econ Finance 24(1):208–222
5. Beckmann J, Czudaj R (2013b) Oil prices and effective dollar exchange rates. Int Rev Econ & Finance 27(1):621–636
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