The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises
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- Dirk Baur & Duy Tran, 2014. "The long-run relationship of gold and silver and the influence of bubbles and financial crises," Empirical Economics, Springer, vol. 47(4), pages 1525-1541, December.
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More about this item
Keywordsco-integration; nonlinear error-correlation; Granger causality; gold; silver; bubbles; financial crisis;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G1 - Financial Economics - - General Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-09-03 (All new papers)
- NEP-FDG-2012-09-03 (Financial Development & Growth)
- NEP-HIS-2012-09-03 (Business, Economic & Financial History)
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