[PDF] Top 20 Dynamic Price Integration in the Global Gold Market

... international gold price apparently contribute to co-movement and correlation, which may be attributed to the liberalization of financial markets, the explosive growth of the Internet, and the speedy ... See full document

... market integration (Lele 1967; Jones 1968; Thakur 1974; Stigler and Sherwin 1985) to more recent ad- vanced techniques which can take account of the non-stationarity, common trend, heteroskedasticity and ... See full document

... Oil Price and Gold Price in India during post global financial crisis ...Oil price are essential unpredictable variables that operate as channel during which the stock prices are ... See full document

... imperfect integration setting for our theoretical ...integrated market is characterised by two classes of assets, investable and non-investable, and by two types of agents, foreign and ...of ... See full document

... to dynamic market conditions (Haji and Gelaw, 2011), Occasionally, onion prices remain quite volatile in domestic ...high price volatility in the ... See full document

... of market integration using Monte Carlo integration method evaluated at the structural parameter ...point-location price determination model in the tradition of Takayama and ...imposes ... See full document

... co integration is found to be more superior as the price spread between the portfolio created and the benchmarked index show minimal ...co integration-optimal portfolio show stationary in the ... See full document

... test. Market efficiency implies cointegration because the same factors that determine the future spot price are reflected in the current futures price, so the two should not drift apart (Beck S ... See full document

... stock market return’s volatility with a factor of the gold price market have an asymmetric effect, and the Thailand’s and the Malaysian’s stock price return volatility may construct in ... See full document

... its market regulations. The results of the co- integration tests support the view that the government intervention in poultry products markets can be rationalized in these established and integrated markets ... See full document

... share price movements of firms operating in exploration, refinery and marketing of ...Canadian market return, crude oil prices, the Canada–US exchange rate and the short term Canadian interest rates have an ... See full document

... different market returns (Cho & Parhizgari, 2008; Darbar & Deb, 1997; Karolyi & Stulz, 1996; Pascual, ...be dynamic in order to capture the continuous market changes when identifying the ... See full document

... Stock market, claimed to be the heart of a financial system, is interlinked with an array of factors, both domestic and ...the global market, oil price, international political issues, major ... See full document

... the gold prices are largely influenced by the forces of demand and ...The gold spot price is influenced by the dynamics of demand and ...Large gold traders are able to adjust the prices up or ... See full document

... of price policies, the wheat market has been analysed in several other ...cereal market in the ...wheat market in the US on economic welfare. Beak and Koo (2005) examined price dynamics ... See full document

... the market integration dynamics between five geographically dispersed ...of price transmission in terms of symmetry and ...spatial market arbitrage of the economic actors and (ii) the ... See full document

... Let us review few studies which reported the volatility of stock markets and the influence of global financial crisis on these markets. The negative effect of Asian Financial crisis 1997 was studied by many ... See full document

... of gold moving towards uphill when the purchasing power of the consumer increases, which forces gold price ...buys gold, it either stored in lockers or converted into jewellery or it has been ... See full document

... the price of copper is extremely important for countries whose economy depends heavily on imports or exports of copper, such as ...Copper price knowledge is also of extreme importance for the mining ... See full document

... Stock market integration has crucial implications for investment decisions, the macroeconomic policies of a country and efficiency of the ...liberalised, integration of global economies ... See full document