Co-movement and dependency between New York Stock Exchange, London Stock Exchange, Tokyo Stock Exchange, oil price, and gold price

© Springer International Publishing Switzerland 2015. This paper aims to analyze the co-movement and dependence of three stock markets, oil market, and gold market. These are gold prices as measured by gold future, crude oil prices as measured by Brent, and stock prices as measured by three develope...

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Bibliographic Details
Main Authors: Pathairat Pastpipatkul, Woraphon Yamaka, Songsak Sriboonchitta
Format: Conference Proceeding
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84958525708&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/54385
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Institution: Chiang Mai University