On the relationship between oil and gold before and after financial crisis : linear, nonlinear and time-varying causality testing
Georgios Bampinas and Theodore Panagiotidis
| 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 | Kausalanalyse | Causality analysis | Volatilität | Volatility | Ölpreis | Oil price | Finanzkrise | Financial crisis | Gold | Börsenkurs | Share price | Nichtlineare Regression | Nonlinear regression | Welt | World | Kointegration | Cointegration | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2014-0060 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011431059