Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices

By Yu shan Wang, Yen-Ling Chueh. 2013

184 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/6bba455f36d36ebbf945c82d662961b942e90aec

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. A. B. Rejeb
2. Refk Selmi
3. O. Adekoya
4. J. Oliyide
5. Jamal Bouoiyour
6. M. Wohar
7. Michael W. McCracken

Citations in the corpus

• Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight (2017, background): “Wang and Chueh (2013) found positive interaction between gold and oil price for the period 1989 – 2007.”
• How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques (2020, background): “Hence, financial market volatility can sweep into other connected markets via the business cycle (Wang and Chueh, 2013; Kearney and Lombra, 2009).”
• Measuring the response of gold prices to uncertainty: An analysis beyond the mean (2018, background): “Nevertheless, several works have differentiated the short-term and long-term correlations between gold and other assets (see, for instance, Wang et al., 2011 ; Wang and Chueh, 2013 ; Beckmann et al., 2015 ; Nguyen et al., 2016 ; Gao and Zang, 2016).”