This paper analyzes long-run co-movements between international real estate stock markets and between regions based on bivariate and multivariate tests for cointegration. While the topic has been analyzed in previous studies such as Gallo and Zhang (2009) and Yunus (2009) among others, this...

This paper analyzes long-run co-movements between international real estate stock markets and between regions based on bivariate and multivariate tests for cointegration. While the topic has been analyzed in previous studies such as Gallo and Zhang (2009) and Yunus (2009) among others, this...

Given that the price of crude oil is driven by a number of factors with varying frequency, it is difficult to accurately capture its behavior, which in turn leads to challenges in forecasting. Moreover, different mechanisms of fluctuations have been observed at different time series periods. To...

Given the increased attention of precious metals by investors and the finance literature as well as the growth of high frequency trading, the behaviour of intraday precious metal markets is of great interest and importance. Therefore, this paper examines the stylized facts, correlation and...

This paper analyses the causal relationship between gold production costs and gold prices using a hand-collected set of country and company data on gold mining. We find strong econometric evidence for causality running from gold prices to gold production costs. The results are supported...

We examine the literature on the financial economics of precious metals from a bibliometric and scientometric perspective. We surface the main trends and authors in the area over the last two decades, and provide estimates of the density of the networks of researchers and research. Clear...