Are gold and silver cointegrated? : new evidence from quantile cointegrating regressions
Year of publication: |
March 2018
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Authors: | Schweikert, Karsten |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 88.2018, p. 44-51
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Subject: | Gold | Silver | Quantile cointegration | Time-varying | State-dependence | Kointegration | Cointegration | Silber | Schätzung | Estimation | Goldstandard | Gold standard |
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