Macroeconomic factors and frequency domain causality between Gold and Silver returns in India

This paper examines the relationship between gold and silver returns in India, using monthly data for the period May 1991 to June 2018. To this end, we employ the recently developed frequency domain rolling-window analysis (which is able to show that transitory high frequency shocks are not equal to...

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Detalles Bibliográficos
Autores principales: Pradhan, Ashis Kumar, Mishra, Bibhuti Ranjan, Tiwari, Aviral Kumar, Hammoudeh, Shawkat
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2020
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7326452/
https://www.ncbi.nlm.nih.gov/pubmed/34173414
http://dx.doi.org/10.1016/j.resourpol.2020.101744

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7326452/
https://www.ncbi.nlm.nih.gov/pubmed/34173414
http://dx.doi.org/10.1016/j.resourpol.2020.101744

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