Browsing by Subject "Cointegration"

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  • Global Stock Market Interdependencies and long-term Portfolio Diversification 

    LUCEY, BRIAN MICHAEL (2011)
    In this paper, we examine the scope for international stock portfolio diversification, from the viewpoint of a United States representative investor, in regard to both the Asian and the European stock markets. Our findings ...

  • Gold and inflation(s) - A time-varying relationship 

    Lucey, Brian; Vigne, Samuel (2016)
    What is the relationship between the price of gold and inflation? How stable is it – over time and across measures of inflation? We examine this for three countries (the USA, the UK and Japan) - over forty years and with ...