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Are Gold Bugs Coherent?

O'Connor, Fergal and Lucey, Brian (2016) Are Gold Bugs Coherent? Applied Economics Letters, 24 (2). pp. 90-94.

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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.

Item Type: Article
Additional Information: "This is an accepted version of an article published by Taylor & Francis Group in Applied Economics Letters on 16/10/2016, available online: http://www.tandfonline.com/doi/full/10.1080/13504851.2016.1164813"
Status: Published
DOI: https://doi.org/10.1080/13504851.2016.1164813
Subjects: H Social Sciences > HB Economic Theory
H Social Sciences > HC Economic History and Conditions
H Social Sciences > HG Finance
School/Department: York Business School
URI: http://ray.yorksj.ac.uk/id/eprint/1439

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