Estimation of causal relationship between world gold prices and KSE 100 index : evidence from Johansen cointegration technique
Rizwan Raheem Ahmed, Jolita Vveinhardt
| Year of publication: |
March 2018
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|---|---|
| Authors: | Ahmed, Rizwan Raheem ; Vveinhardt, Jolita |
| Published in: |
Acta oeconomica : periodical of the Hungarian Academy of Sciences. - Budapest : Akad., ISSN 0001-6373, ZDB-ID 301591-9. - Vol. 68.2018, 1, p. 51-77
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| Subject: | Gold price | KSE 100 index | Johansen cointegration | Philips-Perron test | ADF test | Granger casualty | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Gold | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1556/032.2018.68.1.3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011895343