Fear sentiments and gold price: Testing causality in-mean and in-variance

Applied Economics Letters

Volumn 19, Issue 4, 2012, Pages 363-366

  Qadan, Mahmod ^a   Yagil, Joseph ^b  

^a WESTERN GALILEE COLLEGE   (Israel)

^b UNIVERSITY OF HAIFA   (Israel)

Author keywords

C53; Causality; G1; G13; GARCH; Gold price; JEL Classification; VIX; Volatility

Indexed keywords

GOLD; MINERAL RESOURCE; PRICE DYNAMICS; VARIANCE ANALYSIS;

UNITED STATES;

EID: 80051881407     PISSN: 13504851     EISSN: 14664291     Source Type: Journal    
DOI: 10.1080/13504851.2011.579053     Document Type: Article

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