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Keywords: Correlations
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Journal Articles
International Journal of Islamic and Middle Eastern Finance and Management (2012) 5 (1): 25–34.
Published: 30 March 2012
... the autoregressive distributed model to link gold returns to stock returns with TGARCH/EGARCH error specification using daily data from August 1, 2001 to March 31, 2010, a total of 2,261 observations. Findings A significant positive but low correlation is found between gold and once‐lagged stock returns...

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