How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models
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DOI: 10.1007/s10614-017-9743-z
Abstract: This study examines the dynamic relationship among gold and USD exchange rates. Since one single time series model can suffer from structural (or parameter) changes in underlying models, we consider those models with structural breaks.… read more here.
Keywords: exchange rates; usd exchange; gold usd; relationship among ... See more keywords
On the study of conditional dependence structure between oil, gold and USD exchange rates
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DOI: 10.1016/j.irfa.2018.07.001
Abstract: Abstract Energy commodities and precious metals differ from other trading products. In fact, both oil and gold prices are leading economic variables and drive the evolution of the world economy. Since the US dollar is… read more here.
Keywords: dependence; gold usd; oil gold; oil ... See more keywords