Establishing the evolving relationship between gold, palladium, platinum, and silver through dynamic cointegration techniques: Evidence from 1994-2008

This study explored the evolving relationship between the prices of precious metals for the period of 1994-2008. Applying the dynamic cointegration techniques that have emerged from the standard Johansen methodology, it was found that, except for intermittent periods, there is no cointegration betwe...

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Bibliographic Details
Main Author: Tolentino, Jeden O.
Format: text
Published: Animo Repository 2008
Subjects:
Online Access:https://animorepository.dlsu.edu.ph/faculty_research/12893
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Institution: De La Salle University