Does inflation cause gold market price changes? : evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance
Mehmet Balcilar, Zeynel Abidin Ozdemir, Muhammad Shahbaz and Serkan Gunes
| Year of publication: |
April 2018
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|---|---|
| Authors: | Balcilar, Mehmet ; Ozdemir, Zeynel Abidin ; Shahbaz, Muhammad ; Gunes, Serkan |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 17, p. 1891-1909
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| Subject: | Gold | inflation | spot and futures markets | quantile causality | Inflation | Kausalanalyse | Causality analysis | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2017.1380290 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011849618