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Interactive relationships between crude oil prices, gold prices, and the NT–US dollar exchange rate—A Taiwan study
11 references·0 citing·37 second hop
Interactive relationships between crude oil prices, gold prices, and the NT–US dollar exchange rate—A Taiwan study (2013)Interactive relationships between crude o…Gold and oil futures markets: Are markets efficient? (2010)Gold and oil futures markets:…Dynamics of oil price, precious metal prices, and exchange rate (2009)Dynamics of oil price, precio…Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries (2007)Oil prices, inflation and int…Gold as a hedge against the dollar (2005)Gold as a hedge against the d…The role of oil prices and the real exchange rate in Russia's economy—a cointegration approach (2004)The role of oil prices and th…Oil prices and Spanish competitiveness (2002)Oil prices and Spanish compet…Oil prices and the rise and fall of the US real exchange rate (1998)Oil prices and the rise and f…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…An econometric model of the Russian Federation (2000)Real exchange rate dynamics in transition economies (2003)Trade linkages and macroeconomic effects of the price of oil (2009)Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently ? A wavelet coherence analysis (2017)Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS (2018)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Modelling oil price and exchange rate co-movements (2011)How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020)Bounds testing approaches to the analysis of level relationships (2001)Is gold a hedge or safe haven against oil price movements? (2013)Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)A Retrospective on the Classical Gold Standard, 1821-1931 (1984)Exchange rate exposure, hedging, and the use of foreign currency derivatives (2001)From Principles of Political Economy (2005)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Does gold act as a hedge or a safe haven for stocks? A smooth transition approach (2014)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Transmission of Volatility between Stock Markets (1990)Fundamentals and Stock Returns in Japan (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Crude oil and stock markets: Stability, instability, and bubbles (2009)Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade (2010)Dynamic spillovers of oil price shocks and economic policy uncertainty (2014)Investor sentiment and the price of oil (2017)Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold (2018)Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China (2020)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 2007Oil prices, inflation and interest rates in a structural cointegrated VAR model for the G-7 countries650 cited
  • 2005Gold as a hedge against the dollar572 cited
  • 1998Oil prices and the rise and fall of the US real exchange rate563 cited
  • 2009Dynamics of oil price, precious metal prices, and exchange rate504 cited
  • 2010Gold and oil futures markets: Are markets efficient?238 cited
  • 2004The role of oil prices and the real exchange rate in Russia's economy—a cointegration approach206 cited
  • 2002Oil prices and Spanish competitiveness76 cited

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