Analyzing long and short-run relationships between complex gold and silver futures

• المؤلفون الرئيسيون: Pipattadanukul, W., Pandej Chintrakarn
• مؤلفون آخرون: Mahidol University. Mahidol University International College. Business Administration Division
• التنسيق: مقال
• اللغة: English
• منشور في: 2015
• الموضوعات: Gold and silver futures price; Co-integration; Co-movement; Error correction model
• الوصول للمادة أونلاين: https://repository.li.mahidol.ac.th/handle/123456789/10974

The objective of this research was to study the relationship between gold and silver futures in COMEX market by using daily data from 6th of May, 1991 to 6th of May, 2011. There were 5520 observations. To investigate the short run and long run relationships between gold and silver futures price, thi...