Asymmetric influence of oil and gold prices on Baltic and South Asian stock markets: Evidence from Johansen cointegration and ARDL approach

by Vveinhardt, Jolita, Staimikiene, Dalia, Ahmed, Rizwan Raheem, Ghauri, Saghir Pervaiz, Ashraf, Muhammad
Source: 1. Acta Montanistica Slovaca 1. Roč. 22, č. 4 (2017), s. 422-438 1. 1335-1788

Multivariate Granger Causality among Oil prices, Gold prices, and KSE100: Evidence from Johansen Cointegration and GARCH Models

by Ahmed, Rizwan Raheem, Vveinhardt, Jolita, Streimikiene, Dalia
Source: 1. Acta Montanistica Slovaca 1. Roč. 23, č. 2 (2018), s. 216-231 1. 1335-1788