Quantitative Analysis of Gold Prices and its Influencing Factors

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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,...

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Bibliographic Details
Main Author:	Lekarski, Fryderyk
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2013
Online Access:	https://eprints.nottingham.ac.uk/26614/

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