{"id":1627,"date":"2011-10-17T08:35:03","date_gmt":"2011-10-17T13:35:03","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=1627"},"modified":"2011-10-18T15:47:05","modified_gmt":"2011-10-18T20:47:05","slug":"determination-of-factors-affecting-the-price-of-gold-a-study-of-mgarch-model","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/determination-of-factors-affecting-the-price-of-gold-a-study-of-mgarch-model","title":{"rendered":"Determination of Factors Affecting the Price of Gold: A Study of MGARCH Model"},"content":{"rendered":"\n\n<\/colgroup>\n\n\n\n\n\n\n\n
Makale Bilgileri<\/strong><\/span><\/span><\/td>\n<\/tr>\n
Dergi: <\/strong><\/span><\/span>\u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi
\n<\/span>Makalenin Ba\u015fl\u0131\u011f\u0131:<\/strong><\/span><\/span> Determination of Factors Affecting the Price of Gold: A Study of MGARCH Model
\n<\/span>Yazar(lar):<\/strong><\/span><\/span> Cengiz Toraman, Cagatay Basarir, Mehmet Fatih Bayramoglu
\n<\/span>Cilt: <\/strong><\/span><\/span>2
\n<\/span>Say\u0131: <\/strong><\/span><\/span>4
\n<\/span>Y\u0131l: <\/strong><\/span><\/span>2011
\n<\/span>Sayfa:<\/strong><\/span><\/span> 37-50
\n<\/span>ISSN:<\/strong><\/span><\/span>1309-2448<\/span><\/td>\n<\/tr>\n
\u00d6zet<\/strong><\/span><\/span><\/td>\n<\/tr>\n
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Recently, increase of the gold prices attracts interest again together with the affects of the latest financial crisis. Main objective of this study is to determine factors affecting the gold prices. The study includes montly data between June, 1992 and March, 2010. Oil prices, USA exchange rate, USA inflation rate, USA real interest rate data are included in the model as variables. According to emprical findings, highest correlation is found between gold prices and USA exchange rate negatively. Secondly, a positive correlation is found between gold prices and oil prices.<\/span><\/p>\n<\/td>\n<\/tr>\n

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Anahtar Kelimeler:<\/strong><\/span><\/span> Gold Prices, Dow Jones Index, Oil Prices, MGARCH Model, CCC Model<\/span><\/p>\n<\/td>\n<\/tr>\n

JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/strong><\/span><\/span> G12, C22, E31<\/span><\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

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Makale Bilgileri Dergi: \u0130\u015fletme ve Ekonomi Ara\u015ft\u0131rmalar\u0131 Dergisi Makalenin Ba\u015fl\u0131\u011f\u0131: Determination of Factors Affecting the Price of Gold: A Study of MGARCH Model Yazar(lar): Cengiz Toraman, Cagatay Basarir, Mehmet Fatih Bayramoglu Cilt: 2 Say\u0131: 4 Y\u0131l: 2011 Sayfa: 37-50 ISSN:1309-2448 \u00d6zet Recently, increase of the gold prices attracts interest again together with the affects of […]<\/p>\n

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