- Arouri, M., Lanhiani, A. & Nguyen, D., (2015). World gold prices and stock returns in china: Insights for hedging and diversification strategies. Economic Modelling, 44: 273-282.
- Badshah, I. U., Frijns, B. & Tourani-Rad, A., (2013). Contemporaneous spill-over among equity, gold and exchange rate implied volatility indices. Journal of Futures Markets, 33(6): 555-572.
- Bhunia, A., (2013). Cointegration and Casual Relationship among Crude Price, Domestic Gold Price and Financial Variables: An Evidence of BSE and NSE. Journal of Contemporary Issues in Business Research, 2: 1-10.
- Blanchard, O. & Quah, D., (1989). The dtnamic Effect of Aggregate Demand and Suplly Disturbances. American Economic Reviw, 79: 655-673.
- Brooks, C., (2014). Introductory Econometrics for Finance. 3 ed. s.l.:Cambridge University Press.
- Ehrmann, M., Fratcher, M. & Rigobon, R., (2011). Stocks, bonds, money markets and exchange rates: Measuring international financial transmission. Journal of Applied Econometrics, 26: 948-974.
- Gencer, H. & Musoglu, Z., (2014). Volatility Trasmission and Spillovers among Gold, Bonds and Stocks: An Emprical Evidence from Turkey. International Journal of Economics and Financial Issues, 4(4): 705-713.
- Greene, H., (2002). Econometric Analysis. New York University: Prentice Hall.
- Hammoudeh, S., Yuan, Y., McAleer, M. & Thompson, M., (2010). Precious metal-exchange rate volatility transmission and hedging strategies. International Review of Economics$Finance, 19(4): 633-647.
- Hein, L., (2015). Investigating Correlation and Volatility Transmission among Equity, Gold, Oil and Foreign Exchange. Research in Business and Economics, 2: 1-15.
- Jiranyakul, K., (2104). Does Oil Price Uncertainty Transmit to the Thai Stock Market?. Journal of Economic & Financial Studies, 2(6): 16-25.
- Kilian, L., (2011). Structural Vector Autoregression. 2 October: 1-52.
- Kim, M. & Dilts, D., (2011). The relationship of the value of the dollar, and the prices of gold and oil: a tale of asset risk. Economics Bulletin, 31(2):1151-1162.
- Litterman, R., (1986). A statistical approach to economic forecasting. Journal of Business & Economic Statistics, 4(1):1-4.
- Masih, R., Peters, S. & Mello, L., (2011). Oil price volatility and stock price fluctuations in an emerging market: Evidence from South Korea. Energy Economics, 33: 975-986.
- McNees, S., (1986). Forecasting accuracy of alternative techniques: A comparisioan of US macroeconomic forcasts. Journal of Business and Economic Statistic, 4: 5-15.
- Mensi, W., Beljid, M., Boubaker, A. & MAnagi, S., (2013). Correlations and Volatility Spillover across Commodity and Stock Markets: Linking Energies, Food, and Gold. Economic Modelling, 32: 15-22.
- Partalidou, X., Kiohos, A., Giannarakis, G. & Sariannidis, N., (2016). The Impact of Gold, Bond, Currency, Metal and Oil Markets on the USA Stock Market. International Journal of Energy Economcs and Policy, 6(1): 76-81.
- Rigobon, R., (2003). Identification through heteroskedasticity. Review of Economics and Statistics, 85: 777-792.
- Sari, R., Hammoudeh, S. & Soytas, U., (2010). Dynamic of oil price, precious metalprices, and exchange rate. Energy Economics, 32(2): 351-362.
- Sims, C., (1980). Macroeconomics and Reality. Econometrica, 48(1): 1-48.
- Sui, L. & Sun, L., (2015). Spillover Effect between Exchange Rate and Stock Prices: Evidence from BRICS around the Global Financial Crisis. Research in International Business and Finance: 1-30.
- Wang, m. l., Wang, c. p. & Huang, t. y., (2010). Relationships among Oil Price, Gold Price, Exchange Rate and International Stock Markets. International Research Journal of Finance and Economics, 47(1): 83-92.
- Zakaria, S. & Abdalla, S., (2013). Modelling the Impact of Oil Price Fluctuations on the Stock Returns in an Emerging Market: The Case of Saudi Arabia. Interdisciplinary Journal of Research in Business, 2(10): 10-20.
|
