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ArticleThe price of gold and the exchange rate

Larry A. Sjaastad1996

Article1996

The price of gold and the exchange rate

Larry A. Sjaastad · Fabio Scacciavillani

217 citations·0/0 files stored·Journal of International Money and Finance

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Market Dynamics and Volatility Monetary Policy and Economic Impact Global Financial Crisis and Policies

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1977Time Series Analysis: Forecasting and Control 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 1977Time Series Analysis: Forecasting and Control 1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS 1981Fractional Differencing 1980Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis 1992Maximum likelihood estimation of stationary univariate fractionally integrated time series models

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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach 2012Gold as an inflation hedge in a time-varying coefficient framework 2012Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices 2008The price of gold and the exchange rates: Once again 2010Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model

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Year1996

Typearticle

Published1996-12-01

VenueJournal of International Money and Finance

ISSN-L0261-5606

Languageen

Citations217

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/s0261-5606(96)00045-9

openalex_workW2089145338

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2006

Short-run and long-run determinants of the price of gold

2014The gold price in times of crisis

2015Forecasting the price of gold using dynamic model averaging