Add to ORKGThe presence of structural breaks in economic variables is one of the reasons why the cointegration analysis defined by Engle and Granger [4] is not always able to detect the existence of a long run relationship, even when this is supported by the economic theory. In such a view, Granger and Siklos [6] propose the concept of regime-sensitive cointegration. This paper presents further developments on regime-sensitive cointegration to investigate about the existence of a stable equilibrium relationship between the price of gold and silver over the period 1971-2004
Abstract: We use the Relevant Vector Machine, a technique of supervised learning introduced by Tippi...
This paper looks at the prices of Gold, silver, platinum and palladium for a time period from 1990 t...
This study examines the persistence in gold and silver prices covering the historical periods of 125...
The presence of structural breaks in economic variables is one of the reasons why the cointegration ...
This paper analyses the long-run relationship between gold and silver prices. The three main questio...
This study investigates the relationship between the price of gold and silver over the period 1971-2...
This paper analyze the long-run relationship between gold and silver prices. The three main question...
This study re-examines the results of Ciner (2001), who claims that the historically stable relation...
In this research, the long-run relationships between gold, silver and oil were studied using cointeg...
This paper explores the relationship between gold prices and the US dollar/Turkish lira exchange rat...
This paper explores the relationship between gold prices and the US dollar/Turkish lira exchange rat...
The very purpose of this paper is to analyse the relationship between gold price and Rupee – Dollar ...
Following the seminal paper on gold and silver prices by Escribano and Granger (1998), a growing num...
This paper examines the presence of cointegration between South African gold mining index and USD/ZA...
This paper provides indirect tests of the hypothesis that exchange rate movements may be largely cot...
Abstract: We use the Relevant Vector Machine, a technique of supervised learning introduced by Tippi...
This paper looks at the prices of Gold, silver, platinum and palladium for a time period from 1990 t...
This study examines the persistence in gold and silver prices covering the historical periods of 125...
The presence of structural breaks in economic variables is one of the reasons why the cointegration ...
This paper analyses the long-run relationship between gold and silver prices. The three main questio...
This study investigates the relationship between the price of gold and silver over the period 1971-2...
This paper analyze the long-run relationship between gold and silver prices. The three main question...
This study re-examines the results of Ciner (2001), who claims that the historically stable relation...
In this research, the long-run relationships between gold, silver and oil were studied using cointeg...
This paper explores the relationship between gold prices and the US dollar/Turkish lira exchange rat...
This paper explores the relationship between gold prices and the US dollar/Turkish lira exchange rat...
The very purpose of this paper is to analyse the relationship between gold price and Rupee – Dollar ...
Following the seminal paper on gold and silver prices by Escribano and Granger (1998), a growing num...
This paper examines the presence of cointegration between South African gold mining index and USD/ZA...
This paper provides indirect tests of the hypothesis that exchange rate movements may be largely cot...
Abstract: We use the Relevant Vector Machine, a technique of supervised learning introduced by Tippi...
This paper looks at the prices of Gold, silver, platinum and palladium for a time period from 1990 t...
This study examines the persistence in gold and silver prices covering the historical periods of 125...