Browsing Trinity Business School (Scholarly Publications) by Subject "Cointegration"

Now showing items 1-2 of 2

    • 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 ...