An investigation into the dynamic relationship between gold, silver and oil: an intra-day analysis
In this research, the long-run relationships between gold, silver and oil were studied using cointegration analysis. Their dynamic cointegration was also examined. Despite economic recession and crises, cointegration did not disappear, and the strength of dynamic cointegration rose and fell. Price l...
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| Other Authors: | , |
| Format: | Others |
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Auckland University of Technology,
2013-09-19T20:58:13Z.
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| Online Access: | Get fulltext |