Please use this identifier to cite or link to this item:
https://hdl.handle.net/20.500.14365/2131
Title: | Price Linkages Among Emerging Gold Futures Markets | Authors: | Baklaci, Hasan F. Suer, Omur Yelkenci, Tezer |
Keywords: | Price linkages gold futures emerging markets Johansen test vector error correction model Time-Series Unit-Root Stock-Market Models |
Publisher: | World Scientific Publ Co Pte Ltd | Abstract: | The gold futures in emerging markets have gained more importance in parallel to the increase in the size of gold trading in these markets. This research aims to detect the long-run price linkages and causality effects in these markets. China, Brazil, Russia, India, Korea, Taiwan, Turkey and Indonesia have been selected to represent emerging markets. US and Japan are also included as benchmark markets. The results denote the existence of long-term price dependencies and limited risk diversification benefits in the sample countries. The results further signify that China and Russia are the most isolated countries among the emerging markets sample. | URI: | https://doi.org/10.1142/S021759081650020X https://hdl.handle.net/20.500.14365/2131 |
ISSN: | 0217-5908 1793-6837 |
Appears in Collections: | Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection |
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