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
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)
Pages: 28 pages
New Economics Papers: this item is included in nep-fmk, nep-mac and nep-opm
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Journal Article: Gold price and exchange rates: A panel smooth transition regression model for the G7 countries (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:crt:wpaper:1806
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