The long-run relationship of gold and silver and the influence of bubbles and financial crises
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-013-0787-1.pdf
Reference23 articles.
1. Adrangi B, Chatrath A, David RC (2000) Price discovery in strategically-linked markets: the case of the gold–silver spread. Appl Financ Econ 10(3):227–234
2. Balke NS, Fomby TB (1997) Threshold cointegration. Int Econ Rev 38:627–645
3. Batten JA, Ciner C, Lucey B, Szilagyi P (2012) The structure of gold and silver spread returns, forthcoming, Quant Financ
4. Baur DG, Lucey BM (2010) Is gold a Hedge or a Safe Haven? An analysis of stocks, bonds and gold. Financ Rev 45(2):217–229
5. Baur DG, McDermott TK (2010) Is gold a safe haven? International evidence. J Bank Financ 34(8):1886–1898
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