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On the long run relationship between gold and silver prices A note

✍ Scribed by C. ciner


Book ID
117701137
Publisher
Elsevier Science
Year
2001
Tongue
English
Weight
51 KB
Volume
12
Category
Article
ISSN
1044-0283

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This paper analyses the long-run relationship between gold and silver prices. The three main questions addressed are: the inΒ―uence of a large bubble from 1979 : 9 to 1980 : 3 on the cointegration relationship, the extent to which by including error-correction terms in a non-linear way we can beat th