The price of gold and the exchange rates: Once again

By L. Sjaastad. 2008

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The crude oil market and the gold market: Evidence for cointegration, causality and price discovery (2010, background): “Sjaastad et al. (1996) and Sjaastad (2008) studied the relationship between gold price and euro and US $ exchange rate respectively, and argued that in terms of exchange rate, in the 1980s, gold price was dominated by euros but as of the 1990s, US $ gradually replaced the position of euros before.”
The Financial Economics of Gold – A Survey (2015, background): “By contrast, Sjaastad and Scacciavillani (1996) found that Europe dominated the gold market by analysing the impact of exchange rate changes on the gold price. Sjaastad (2008) finds, when looking at longer and more recent data from 1991 to 2004 that the USDollar is dominant, followed by the Yen. The”