Causality and volatility patterns between gold prices and exchange rates
Joscha Beckmann, Robert Czudaj, Keith Pilbeam
| Year of publication: |
November 2015
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|---|---|
| Authors: | Beckmann, Joscha ; Czudaj, Robert ; Pilbeam, Keith |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 34.2015, p. 292-300
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| Subject: | Exchange rates | GARCH | Gold | Hedge | Volatility | Volatilität | Wechselkurs | Exchange rate | Hedging | ARCH-Modell | ARCH model | Welt | World | Kausalanalyse | Causality analysis | Schätzung | Estimation | Theorie | Theory | US-Dollar | US dollar | Goldstandard | Gold standard |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2015.09.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011540003