The role of uncertainty measures on the returns of gold
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Dosyalar
Tarih
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Yayıncı
Elsevier Science Sa
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
By utilizing Bayesian Graphical Structural Vector Autoregression model, we show that changes in geopolitical risks and the U.S. real effective exchange rate significantly affect Gold returns. These results are consistent across different frequency bands in short, medium, and long terms. (C) 2019 Elsevier B.V. All rights reserved.
Açıklama
Anahtar Kelimeler
Gold market, Economic policy uncertainty, Geopolitical risks, Oil price volatility, The real value of the USD
Kaynak
Economics Letters
WoS Q Değeri
Scopus Q Değeri
Cilt
185
