Please use this identifier to cite or link to this item: https://hdl.handle.net/20.500.14365/2131
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dc.contributor.authorBaklaci, Hasan F.-
dc.contributor.authorSuer, Omur-
dc.contributor.authorYelkenci, Tezer-
dc.date.accessioned2023-06-16T14:31:31Z-
dc.date.available2023-06-16T14:31:31Z-
dc.date.issued2018-
dc.identifier.issn0217-5908-
dc.identifier.issn1793-6837-
dc.identifier.urihttps://doi.org/10.1142/S021759081650020X-
dc.identifier.urihttps://hdl.handle.net/20.500.14365/2131-
dc.description.abstractThe 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.en_US
dc.language.isoenen_US
dc.publisherWorld Scientific Publ Co Pte Ltden_US
dc.relation.ispartofSıngapore Economıc Revıewen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectPrice linkagesen_US
dc.subjectgold futuresen_US
dc.subjectemerging marketsen_US
dc.subjectJohansen testen_US
dc.subjectvector error correction modelen_US
dc.subjectTime-Seriesen_US
dc.subjectUnit-Rooten_US
dc.subjectStock-Marketen_US
dc.subjectModelsen_US
dc.titlePRICE LINKAGES AMONG EMERGING GOLD FUTURES MARKETSen_US
dc.typeArticleen_US
dc.identifier.doi10.1142/S021759081650020X-
dc.identifier.scopus2-s2.0-84975477928en_US
dc.departmentİzmir Ekonomi Üniversitesien_US
dc.authoridSUER, OMUR/0000-0001-9997-6457-
dc.authorwosidSUER, OMUR/AAB-2982-2020-
dc.authorscopusid22984460700-
dc.authorscopusid8572669400-
dc.authorscopusid56455368000-
dc.identifier.volume63en_US
dc.identifier.issue5en_US
dc.identifier.startpage1345en_US
dc.identifier.endpage1365en_US
dc.identifier.wosWOS:000454066800014en_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.identifier.scopusqualityQ2-
dc.identifier.wosqualityQ3-
item.grantfulltextreserved-
item.openairetypeArticle-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.fulltextWith Fulltext-
item.languageiso639-1en-
item.cerifentitytypePublications-
crisitem.author.dept03.04. International Trade and Finance-
Appears in Collections:Scopus İndeksli Yayınlar Koleksiyonu / Scopus Indexed Publications Collection
WoS İndeksli Yayınlar Koleksiyonu / WoS Indexed Publications Collection
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