Before revision: We analyze the dynamics of the prices of gold, oil, and stocks over 26 years (1987-2012) using both intra-day and daily data and employing a variety of methodologies including a novel time-frequency approach.
After revision: We analyze the dynamics of the prices of gold, oil, and stocks ) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily data and employing a variety of methodologies including a novel time-frequency approach.