EconPapers    
Economics at your fingertips  
 

Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries

Nikolaos Giannellis () and Minoas Koukouritakis ()

No 1806, Working Papers from University of Crete, Department of Economics

Abstract: In this paper we investigate whether the price of gold is affected by internal and external macroeconomic performance, which is reflected in exchange rate movements

Keywords: G7; external balance model; panel cointegration; misalignment rate; panel smooth transition regression model (search for similar items in EconPapers)
JEL-codes: E42 F31 F41 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fmk, nep-mac and nep-opm
Date: 2018-10-20
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Published

Downloads: (external link)
https://economics.soc.uoc.gr/wpa/docs/1806.pdf First version (application/pdf)
No

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:crt:wpaper:1806

Access Statistics for this paper

More papers in Working Papers from University of Crete, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Kostis Pigounakis ().

 
Page updated 2019-04-04
Handle: RePEc:crt:wpaper:1806