Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests-Reference-Cited by-同舟云学术

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Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests

Published:2015-10 Issue: Volume:41 Page:247-256
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Choudhry Taufiq,Hassan Syed S.,Shabi Sarosh

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. A general test for nonlinear Granger causality: Bivariate model;Baek,1992

2. Flights to safety (no. w19095);Baele,2013

3. Multivariate linear and nonlinear causality tests;Bai;Mathematics and Computers in Simulation,2010

4. Why don't the prices of stocks and bonds move together;Barsky;American Economic Review,1989

5. Do we really know that oil caused the great stagflation?;Barsky,2002

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