Is gold a hedge, defined as a security that is uncorrelated with stocks or bonds on average, or is it a safe haven, defined as a security that is uncorrelated with stocks and bonds in a …
Given that the gold market and the crude oil market are the main representatives of the large commodity markets, it is of crucial practical significance to analyze their cointegration …
G Cohen, M Qadan - American Journal of Social and Management …, 2010 - scihub.org
Finance theory argues that when financial markets drop, substitute investments, like gold, rise. Differently from previous works, in this study we have an initial attempt to link fear …
BM Lucey - Applied Economics Letters, 2010 - Taylor & Francis
Full article: Lunar seasonality in precious metal returns? Skip to Main Content Taylor and Francis Online homepage Taylor and Francis Online homepage Log in | Register Cart 1.Home …
Benford's Law states that the first significant digit for most data is not uniformly distributed. Instead, it follows the distribution: P (d= d1)= log10 (1+ 1/d1) for d1 ϵ {1, 2,…, 9}. In 2006, my …
O Fan Lu, DE Giles - Applied Economics Letters, 2010 - Taylor & Francis
Full article: Benford's Law and psychological barriers in certain eBay auctions Skip to Main Content Taylor and Francis Online homepage Taylor and Francis Online homepage Log in …
This study analyzes the relationship between dollar exchange rate and crude oil price. Unlike previous literature which established a bilateral causal relationship between the two …
The Dutch AEX and six of its constituents are examined for indications of psychological barriers. Often these barriers are associated with support and resistance levels and with a …