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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

Proceedings

A-Study-of-the-Relationship-Between-the-Gold-Price

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The 8th ICESS
5-6 June 2025

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