The shine of precious metals around the global financial crisis
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DOI: 10.1016/j.jempfin.2016.02.013
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More about this item
Keywords
Commodities; Precious metals; Fundamentals; Economic bubbles; Mildly explosive processes; Generalized sup ADF test;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
Statistics
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