The role of uncertainty measures on the returns of gold

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dc.authorid0000-0002-9638-2917
dc.authorid0000-0002-6499-0838
dc.authorid0000-0002-2430-5592
dc.contributor.authorGözgör, Giray
dc.contributor.authorLau, Chi Keung Marco
dc.contributor.authorSheng, Xin
dc.contributor.authorYarovaya, Larisa
dc.date.accessioned2025-05-10T19:49:11Z
dc.date.issued2019
dc.departmentİMÜ, Fakülteler, Siyasal Bilgiler Fakültesi, Uluslararası İlişkiler Bölümü
dc.description.abstractBy 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.
dc.identifier.doi10.1016/j.econlet.2019.108680
dc.identifier.issn0165-1765
dc.identifier.issn1873-7374
dc.identifier.scopus2-s2.0-85072845929
dc.identifier.scopusqualityQ2
dc.identifier.urihttps://doi.org/10.1016/j.econlet.2019.108680
dc.identifier.urihttps://hdl.handle.net/20.500.14730/11954
dc.identifier.volume185
dc.identifier.wosWOS:000497597300015
dc.identifier.wosqualityQ2
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.institutionauthorGözgör, Giray
dc.language.isoen
dc.publisherElsevier Science Sa
dc.relation.ispartofEconomics Letters
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_WOS_20250302
dc.subjectGold market
dc.subjectEconomic policy uncertainty
dc.subjectGeopolitical risks
dc.subjectOil price volatility
dc.subjectThe real value of the USD
dc.titleThe role of uncertainty measures on the returns of gold
dc.typeArticle

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