This paper presents and explains the newly rediscovered and transcribed daily market gold price from 1919-1968 for the world's main gold market during the period, the London Gold Fixing Auction. The paper highlights several novel features previously not discussed in the literature, such as gold...

This study examines the relationship between domestic macroeconomic factors and domestic precious metals prices across developed and emerging markets from 1979 to 2020 using the multiple time series techniques - Johansen Cointegration, VECM, VAR, ARDL models, and Wald tests.The findings reveal...

This paper presents and explains the newly rediscovered and transcribed daily market gold price from 1919-1968 for the world's main gold market during the period, the London Gold Fixing Auction. The paper highlights several novel features previously not discussed in the literature, such as gold...

This research offers the first analysis of whether gold, treasury bills, Overnight Index Swaps (OIS), or Interbank Offered Rates (IBOR) can be used as proxies for risk-free assets in the UK, the US, China, Japan, and India. Using Black’s (1972) zero-beta capital asset pricing model, we apply...

This paper utilises a newly compiled, unique data set of silver prices for the London and New York markets, as well as the monthly Dollar-Sterling exchange rate from 1878 and 1953 to investigate the source and flows of information and price discovery. Results indicate that London was the...

This paper re-examines gold's role as a tool for investors to manage their portfolio risk. We begin by assessing gold's average relationship to an investor's diversified equity portfolio by applying the basic Capital Asset Pricing Model (CAPM) to UK and US equity indices. Next, we apply a...

This article provides a review of the academic literature on the financial economics of silver, platinum and palladium. The survey covers the findings on a wide variety of topics relation to the White Precious Metals including Market Efficiency, Forecastability, Behavioral Findings,...