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dc.contributor.authorApergis, Nicholas
dc.date.accessioned2019-01-28T18:52:04Z
dc.date.available2019-01-28T18:52:04Z
dc.date.issued2014-05-07
dc.identifier.citationApergis, N., (2014). ‘Can gold prices forecast the Australian dollar movements?’. International Review of Economics & Finance, 29, pp.75-82. DOI: 10.1016/j.iref.2013.04.004en_US
dc.identifier.urihttp://hdl.handle.net/10545/623421
dc.description.abstractThis paper explores whether gold prices have a reliable out-of-sample relationship with the Australian dollar/US dollar nominal and real exchange rates using daily and quarterly data, respectively, spanning the period 2000–2012. Through an Error Correction Model (ECM), the empirical findings suggest that the out-of-sample predictive ability is strong and robust across short- and long-run horizons. The results could offer informational availability for monetary policymakers, hedge fund managers and international portfolio managers. They also provide additional support to the hypothesis that both markets are driven by the same information sets.en_US
dc.description.sponsorshipN/Aen_US
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.relation.urlhttps://www.sciencedirect.com/science/article/pii/S1059056013000348en_US
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectGold pricesen_US
dc.subjectAustralian dollar/US dollar exchange rateen_US
dc.subjectPredictive abilityen_US
dc.subjectError Correction Modelen_US
dc.titleCan gold prices forecast the Australian dollar movements?en_US
dc.typeArticleen_US
dc.contributor.departmentUniversity of Piraeusen_US
dc.identifier.journalInternational Review of Economics and Financeen_US
dcterms.dateAccepted2013-04-29


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