Are gold bugs coherent?

Brian Lucey and Fergal O’connor
Authors registered in the RePEc Author Service: Fergal O'Connor ()

Applied Economics Letters, 2017, vol. 24, issue 2, 90-94

Abstract: We use wavelet models to surface the relationship between gold miners stock prices and the price of gold. We find that there is little relationship in the short run but some significant and long-standing long-run relationships. Gold prices appear to lead gold miner stock prices.

Date: 2017
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DOI: 10.1080/13504851.2016.1164813

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