Effects of the 2008 financial crisis on the linkages among the oil, gold, and platinum markets

To find out if gold remains to be unlinked with the crude oil market after the 2008 financial crisis, we investigated how long-run price linkages and price causalities among crude oil and gold markets changed before and after the crisis. To have a good reference, we also tested the same issue for th...

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Bibliographic Details
Main Authors: Kentaka Aruga, Sudha Kannan
Format: Article
Language:English
Published: Taylor & Francis Group 2020-01-01
Series:Cogent Economics & Finance
Subjects:
Online Access:http://dx.doi.org/10.1080/23322039.2020.1807684