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An empirical study on the nexus among the prices of commodities : an ARDL and bound test approach

Shanmugaraja, V.; Murugesan, R.; Khartad, Ishita - In: International journal of enterprise network management … 15 (2024) 4, pp. 377-397

Persistent link: https://www.econbiz.de/10015326128

Parities and spread trading in gold and silver markets : a fractional cointegration analysis

Liu, Shi-Miin; Chou, Chih-hsien - In: Applied financial economics 13 (2003) 12, pp. 879-891

Persistent link: https://www.econbiz.de/10001817154

Cointegration of the prices of gold and silver : RALS-based evidence

Pierdzioch, Christian; Risse, Marian; Rohloff, Sebastian - In: Finance research letters 15 (2015), pp. 133-137

Persistent link: https://www.econbiz.de/10011553019

Are gold and silver a hedge against inflation? : a two century perspective

Bampinas, Georgios; Panagiōtidēs, Theodōros - In: International review of financial analysis 41 (2015), pp. 267-276

Persistent link: https://www.econbiz.de/10011508963

Quantile behaviour of cointegration between silver and gold prices

Zhu, Huiming; Peng, Cheng; You, Wan-hai - In: Finance research letters 19 (2016), pp. 119-125

Persistent link: https://www.econbiz.de/10011657568

The long-run relationship between precious metal prices and the business cycle

Kucher, Oleg; McCoskey, Suzanne - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 263-275

Persistent link: https://www.econbiz.de/10011792491

The long-run relationship of gold and silver and the influence of bubbles and financial crises

Baur, Dirk G.; Tran, Duy T. - In: Empirical economics : a journal of the Institute for … 47 (2014) 4, pp. 1525-1541

Persistent link: https://www.econbiz.de/10010461952

Gold - silver nexus : a threshold cointegration approach

Mighri, Zouheir Ahmed; Al Saggaf, Majid Ibrahim - In: International journal of economics and financial issues … 8 (2018) 5, pp. 210-219

Persistent link: https://www.econbiz.de/10011979867

Are gold and silver cointegrated? : new evidence from quantile cointegrating regressions

Schweikert, Karsten - In: Journal of banking & finance 88 (2018), pp. 44-51

Persistent link: https://www.econbiz.de/10011962579

Gold and silver as safe havens : a fractional integration and cointegration analysis

Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2022

This paper investigates whether gold and silver can be considered safe havens by examining their long-run linkages with … 22 stock price indices. More specifically, the stochastic properties of the differential between gold/silver prices and … sample starting in January 2020, the evidence in favour of gold and silver as possible safe havens is pretty conclusive since …

Persistent link: https://www.econbiz.de/10013445596