Dynamic relationships between the price of oil, gold and financial variables in Japan: a bounds testing approach
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- Haroon Khan, 2015. "The Impact of Oil and Gold Prices on the GDP Growth: Empirical Evidence from a Developing Country," International Journal of Management Science and Business Administration, Inovatus Services Ltd., vol. 1(11), pages 34-46, October.
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Keywordsoil price; gold price; interest rate; exchange rate; stock price; bounds test to cointegration;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- F31 - International Economics - - International Finance - - - Foreign Exchange
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
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