Quantitative Analysis of Gold Prices and its Influencing Factors
Abstract This paper examines the theoretical and empirical relationship between the gold price and five variables, namely, S&P 500 index, CPI, VXO, US dollar index and crude oil price using the vector error correction model (VECM) and the vector autoregressive model (VAR) for two time periods,...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2013
|
| Online Access: | https://eprints.nottingham.ac.uk/26614/ |