On the relationship between oil and gold before and after financial crisis : linear, nonlinear and time-varying causality testing
Year of publication: |
2015
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Authors: | Bampinas, Georgios ; Panagiōtidēs, Theodōros |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 19.2015, 5, p. 657-668
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Subject: | financial crisis | gold prices | linear and nonlinear Granger causality | oil prices | rolling window causality | volatility spillovers | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Volatilität | Volatility | Finanzkrise | Financial crisis | Gold | Börsenkurs | Share price | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression |
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