Forecasting the price of gold: An error correction approach

Author:

Gangopadhyay Kausik,Jangir Abhishek,Sensarma Rudra

Publisher

Elsevier BV

Subject

Economics and Econometrics,General Business, Management and Accounting

Reference14 articles.

1. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;The Financial Review,2010

2. Is gold a safe haven? International evidence;Baur;Journal of Banking & Finance,2010

3. Gold as a hedge against the dollar;Capie;Journal of International Financial Markets, Institutions and Money,2005

4. Applied econometric time series;Enders,2004

5. Co-integration and error correction: representation, estimation, and testing;Engle;Econometrica: Journal of the Econometric Society,1987

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