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Applied Economics Letters Volume 19, 2012 - Issue 11
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Original Articles

Threshold effects in the relationships between USD and gold futures by panel smooth transition approach

Wo-Chiang Lee Department of Banking and Finance, Tamkang University, New Taipei City, TaiwanCorrespondence[email protected]
&
Hui-Na Lin Department of Banking and Finance, Tamkang University, New Taipei City, Taiwan; Department of Banking and Finance, Chihlee Institute of Technology, New Taipei City, Taiwan
Pages 1065-1070 | Published online: 04 Oct 2011

References

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  • Lee , W. C. and Lin , H. N. 2011 . Portfolio value at risk with copula-ARMAX-GJR-GARCH: evidence from the gold and silver futures . African Journal of Business Management , 5 : 1650 – 62 .
  • Lin , H. N. , Chiang , S. M. and Chen , K. H. 2007 . The dynamic relationships between gold futures markets: evidence from COMEX and TOCOM . The Applied Financial Economics Letters , 4 : 19 – 24 .
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