Gold and the Dollar (and the Euro, Pound, and Yen)
Tài liệu tham khảo
Beckers, 1984, Gold: more attractive to non-US than to US investors?, Journal of Business Finance and Accounting, 11, 107, 10.1111/j.1468-5957.1984.tb00061.x
Capie, 2005, Gold as a hedge against the dollar, Journal of International Financial Markets, Institutions, and Money, 15, 343, 10.1016/j.intfin.2004.07.002
Clements, 2008, Commodity currencies and currency commodities, Resources Policy, 33, 55, 10.1016/j.resourpol.2007.10.004
Engle, 2002, Dynamic conditional correlation: a simple class of multivariate generalized autoregressive conditional heteroskedasticity models, Journal of Business and Economic Statistics, 20, 339, 10.1198/073500102288618487
Gaffen, D., Slater, J., 2009. Dollar, gold are suddenly inseparable. Abreast of the Market Column, Wall Street Journal, March 16, pp. C1–C2.
Lizardo, 2010, Oil price fluctuations and US dollar exchange rates, Energy Economics, 32, 399, 10.1016/j.eneco.2009.10.005
Sari, 2007, Dynamic relations between oil and other commodity futures prices, Geopolitics of Energy, 29, 1
Sari, 2010, Dynamics of oil prices, precious metal prices, and exchange rates, Energy Economics, 32, 351, 10.1016/j.eneco.2009.08.010
Sjasstad, 1996, The price of gold and the exchange rate, Journal of International Money and Finance, 15, 879, 10.1016/S0261-5606(96)00045-9