How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models

• المؤلفون الرئيسيون: Manh Cuong Dong, Cathy W.S. Chen, Sangyoel Lee, Songsak Sriboonchitta
• التنسيق: دورية
• منشور في: 2018
• الموضوعات: Economics, Econometrics and Finance; Agricultural and Biological Sciences
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85029413358&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/46642

© 2017 Springer Science+Business Media, LLC This study examines the dynamic relationship among gold and USD exchange rates. Since one single time series model can suffer from structural (or parameter) changes in underlying models, we consider those models with structural breaks. We first employ the...