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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...
Autores principales: | Sahu, Pritish Kumar, Bal, Debi Prasad, Kundu, Pradip |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Ltd.
2022
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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 |
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