The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
A large number of studies show that the price of gold and the dollar index has a very clear negative correlation. The dollar index is the important factor in gold prices. This paper use the daily data from Jan 1st, 2001 to May 5th, 2010 to analyse the correlations between the USD index and the gold price which depend on the Co-integration theory, aim to prove although there is the negative correlation...
This paper reviews some relevant literatures first, then takes a co-integration test on broad money supply, real estate price index and interbank interest rate, and establishes the error correction model. The conclusions are as follows, it is a negative relationship between interbank interest rate volatility and M2, the coefficient of elasticity is -0.0522; short-term fluctuation of real estate price...
The paper examines five International stock index spot and futures data to verify whether there exists long-term steady relationship between the index spot and futures prices. Based on the co-integration theory and error correction model (ECM), conclusions are drawn that index spot and futures are co-integrated in most cases and it is possible to do the corresponding short-term dynamic adjustment...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.