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Investigating intraday interdependence between gold, silver and three major currencies: the Euro, British Pound and Japanese Yen
- Source :
- International Advances in Economic Research. November 1, 2014, Vol. 20 Issue 4, p48, 12 p.
- Publication Year :
- 2014
-
Abstract
- Abstract In this study, the interrelationship between major exchange rate returns (namely EUR/USD, GBP/USD, JPY/USD) and precious metal returns (gold and silver) is examined using a vector autoregressive model in [...]
- Subjects :
- Precious metals -- Analysis -- Investigations -- Prices and rates
Euro (Currency) -- Prices and rates
Foreign exchange -- Prices and rates
Pound (United Kingdom) -- Prices and rates
Yen (Japan) -- Prices and rates
Volatility (Finance) -- Analysis
Autoregression (Statistics) -- Usage
Euro currency transition
Company pricing policy
Business
Economics
Business, international
Subjects
Details
- Language :
- English
- ISSN :
- 10830898
- Volume :
- 20
- Issue :
- 4
- Database :
- Gale General OneFile
- Journal :
- International Advances in Economic Research
- Publication Type :
- Academic Journal
- Accession number :
- edsgcl.391765087