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Gold price and exchange rate in pre and during Covid-19 period in India: Modelling dependence using copulas

This study examines the dynamic relationship between the gold price and the exchange rate in pre- and during Covid-19 pandemic in India. We consider the periods of about equal length for both the pre- and during Covid-19 by considering the data from January 1, 2019 till February 28, 2021. The descri...

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Detalles Bibliográficos
Autores principales: Sahu, Pritish Kumar, Bal, Debi Prasad, Kundu, Pradip
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9663757/
https://www.ncbi.nlm.nih.gov/pubmed/36407412
http://dx.doi.org/10.1016/j.resourpol.2022.103126