Can gold prices forecast the Australian dollar movements?
This paper explores whether gold prices have a reliable out-of-sample relationship with the Australian dollar/US dollar nominal and real exchange rates using daily and quarterly data, respectively, spanning the period 2000–2012. Through an Error Correction Model (ECM), the empirical findings suggest...
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| Format: | Journal Article |
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Elsever
2014
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| Online Access: | http://hdl.handle.net/20.500.11937/4847 |