The role of gold futures in mitigating the impact of economic uncertainty on spot prices : evidence from China
Xiaoyu Xie, Heliang Zhu
| Year of publication: |
2021
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|---|---|
| Authors: | Xie, Xiaoyu ; Zhu, Heliang |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 56.2021, p. 1-16
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| Subject: | Economic uncertainty | GARCH model | Gold futures | Gold spot price | China | Gold | Warenbörse | Commodity exchange | ARCH-Modell | ARCH model | Risiko | Risk | Welt | World | Spotmarkt | Spot market | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101378 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013269382