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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2020
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| Materias: | |
| 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 |