Causality and volatility patterns between gold prices and exchange rates
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference29 articles.
1. Causal relationship between stock prices and exchange rates;Alagidede;Journal of International Trade & Economic Development,2011
2. Dynamic spillovers between commodity and currency markets;Antonakakis;International Review of Financial Analysis,2015
3. Can gold prices forecast the Australian dollar movements?;Apergis;International Review of Economics & Finance,2014
4. On the relationship between oil and gold before and after financial crisis: Linear, nonlinear and time-varying causality testing;Bampinas;Studies in Nonlinear Dynamics and Econometrics,2015
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