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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| Format: | text |
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Animo Repository
2008
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| Online Access: | https://animorepository.dlsu.edu.ph/faculty_research/12893 |
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| Institution: | De La Salle University |