Psychological Barriers in Gold Prices
By Raj Aggarwal, Brian M. Lucey. 2007
163 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/4efc44e03138ed5e3f148a056e2d5527ef428554
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In Economics and Econometrics
- Yue‐Jun Zhang
- Yi-Ming Wei
- Erkan Topal
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Citations in the corpus
- Are gold and silver a hedge against inflation? A two century perspective (2015, background): “We can estimate both (5) and its time invariant counterpart (2), which is equivalent to (5) with m = 0, by maximum likelihood.”
- Is there co-movement of agricultural commodities futures prices and crude oil? (2011, methodology): “It has been and still is the most important precious metal and thus plays a unique role as a store of value particular in times of political and economic uncertainties (Aggarwal and Lucey, 2007).”
- The crude oil market and the gold market: Evidence for cointegration, causality and price discovery (2010, background): “Gold has been an important precious metal for many centuries, and plays a special role as a store of value especially in times with political and economic uncertainties (Aggarwal and Lucey, 2007).”
- An overview of global gold market and gold price forecasting (2010, background): “In other words, some of the researches ignored autocorrelation in the time series models and thus obtain a very high adjusted R2 figure even though there is no meaningful relationship between their variables in the model (Aggarwal and Lucey, 2007; Kaufmann and Winters, 1989; Laulajainen, 1990).”
- Gold, Oil, and Stocks: Dynamic Correlations (2016, unknown): “In terms of individual assets, first, gold is traditionally perceived as a store of wealth, especially with respect to periods of political and economic insecurity (Aggarwal & Lucey, 2007).”