Gold and the Exchange Rates
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References listed on IDEAS
- Hansen, Lars Peter & Hodrick, Robert J, 1980. "Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis," Journal of Political Economy, University of Chicago Press, vol. 88(5), pages 829-853, October.
- White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
- K.W. Clements & J. Freebairn, 1990. "Exchange Rates and Australian Commodity Exports," Economics Discussion / Working Papers 90-09, The University of Western Australia, Department of Economics.
- Mussa, Michael, 1986. "Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 25(1), pages 117-214, January.
- K.W. Clements & L.A. Sjaastad, 1983. "How Protection Taxes Exporters," Economics Discussion / Working Papers 83-15, The University of Western Australia, Department of Economics.
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Cited by:
- Charlot, Philippe & Marimoutou, Vêlayoudom, 2014.
"On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree,"
Energy Economics, Elsevier, vol. 44(C), pages 456-467.
- Philippe Charlot & Vêlayoudom Marimoutou, 2014. "On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree," Working Papers hal-00980125, HAL.
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