Granger Causality between Stock and Gold Returns – Evidence from Poland, Hungary and the Czech Republic

Granger Causality between Stock and Gold Returns – Evidence from Poland, Hungary and the Czech Republic

Theoretical background: The safety of capital investments is one of the criteria in the decision-making process. Under conditions of uncertainty in financial market, investors’ interest in gold – as an alternative form of capital investment – is growing, especially in comparison with stocks perceive...

Full description

Bibliographic Details
Main Author: Katarzyna Mamcarz
Format: Article
Language:English
Published: Maria Curie-Skłodowska University, Lublin, Poland 2021-11-01
Series:Annales Universitatis Mariae Curie-Skłodowska Sectio H, Oeconomia
Subjects:
stock indices
domestic gold price
granger causality
var models
Online Access:https://journals.umcs.pl/h/article/view/12319

Similar Items

Similar Items