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RELATIONSHIPS AMONG STRATEGIC COMMODITIES AND WITH FINANCIAL VARIABLES: A NEW LOOK
16 references·5 citing·41 second hop
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Evidence from GARCH models with time-varying skewness and kurtosis (2015)Superstitious seasonality in …A view to the long-run dynamic relationship between crude oil and the major asset classes (2014)A view to the long-run dynami…Commodities and financial variables: Analyzing relationships in a changing regime environment (2010)Commodities and financial var…MONEY, INCOME, AND CAUSALITY (1972)Alternative Explanations of the Money-Income Correlation (1986)Credit, Money, and Aggregate Demand (1988)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? 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References

  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,774 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
  • 1990The Excess Co-Movement of Commodity Prices769 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission677 cited
  • 2003Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests613 cited
  • 2017Reformulating Critical Values for the Bounds F- statistics Approach to Cointegration: An Application to the Tourism Demand Model for Fiji434 cited
  • 2006A power GARCH examination of the gold market386 cited
  • 1982On Unit Roots and the Empirical Modeling of Exchange Rates359 cited
  • 2001The use of the ARDL approach in estimating virtual exchange rates in India342 cited
  • 2003Financial Reform and Economic Development in China267 cited
  • 2013Financial Reform and Economic Development in China267 cited
  • 2001On the long run relationship between gold and silver prices A note213 cited

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1971
Stochastic Speculative Price
151 cited
  • 2003The informational role of commodity prices in formulating monetary policy: a reexamination114 cited
  • Cited by

    • 2010Commodities and financial variables: Analyzing relationships in a changing regime environment65 cited
    • 2014A view to the long-run dynamic relationship between crude oil and the major asset classes51 cited
    • 2018The Relationship Between Prices of Various Metals, Oil and Scarcity51 cited
    • 2024The Importance of Gold’s Effect on Investment and Predicting the World Gold Price Using the ARIMA and ARIMA-GARCH Model24 cited
    • 2015Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis21 cited