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Does inflation cause gold market price changes? Evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
;
Shahbaz, Muhammad
;
Gunes, Serkan
(
Routledge
,
2018
)
The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters
Balcilar, Mehmet
;
Ozdemir, Zeynel Abidin
(
Elsevier
,
2019-06
)
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Balcilar, Mehmet (2)
Ozdemir, Zeynel Abidin (2)
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Spot and futures markets (2)
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Inflation (1)
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