A Study of the Relationship Between the Gold Price, the Exchange Rate and the Stock Market Index Returns during the Current Crisis Period using DCC-GARCH and VAR DCC-GARCH Models. Comparative Analysis of Romania and Poland
Proceedings
A Study of the Relationship Between the Gold Price, the Exchange Rate and the Stock Market Index Returns during the Current Crisis Period using DCC-GARCH and VAR DCC-GARCH Models. Comparative Analysis of Romania and Poland