Do gold prices respond to real interest rates? : evidence from the Bayesian Markov Switching VECM model
Nicholas Apergis, Arusha Cooray, Naceur Khraief, Iraklis Apergis
| Year of publication: |
2019
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|---|---|
| Authors: | Apergēs, Nikolaos ; Cooray, Arusha ; Khraief, Naceur ; Apergis, Iraklis |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 60.2019, p. 134-148
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| Subject: | Gold | Interest rates | MS-VECM model | Realzins | Real interest rate | Markov-Kette | Markov chain | Zins | Interest rate | Kointegration | Cointegration | Schätzung | Estimation | Goldstandard | Gold standard | Bayes-Statistik | Bayesian inference |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2018.12.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127975