total volume with an emphasis on the factor of changes in the price of gold. The value of the factor of the price of gold … the relevance of their safety. The paper tests the hypothesis that in such periods, the rise in the price of gold, due to … world markets of the 2000s and changes in the National Bank's gross reserves, as well as the influence of the gold factor on …

, E-GARCH, A-PARCH, and GARCH-M is employed in forecasting the conditional volatility of gold spot price from Multi … paper is the first of its kind to forecast gold prices for the post-pandemic period. The forecast price of 10-gram gold is … protect their portfolios during and post-pandemic period. This paper attempts to forecast the gold prices for the post …

level of long-run dependence in the price data of gold. This technique will allow for the separation and quantification of … look like standard autocorrelation. Also, components of a price's behaviour may not be linear or may be unable to be … how large the deterministic and random components of gold prices are …

reveals that both SARS and COVID-19 have led to fluctuations in the prices of gold and the US dollar index; however, there is … no direct causal relationship be-tween COVID-19 and the price of bitcoin. The USD index saw a significant increase during … the SARS outbreak, while gold prices surged during the COVID-19 pandemic. The notion that cryptocurrency will surpass the …

Why did monetary authorities hold large gold reserves under Bretton Woods (1944-1971) when only the US had to? We argue … that gold holdings were driven by institutional memory and persistent habits of central bankers. Countries continued to … back currency in circulation with gold reserves, following rules of the pre-WWII gold standard. The longer an institution …

understood in connection to the Bank's role as gold market-maker in London and to the position of London as world gold market …This paper studies the microfoundations of the so-called "gold device" policy by analysing a new dataset on the Bank of … England's operations in the gold market at the heyday of the classical gold standard. It explains that "gold devices" must be …

monetary disturbances as shocks to central bank gold demand. Based on a monetary DSGE model, the world gold reserve ratio (the …I study whether monetary gold hoarding was the main cause of the Great Depression in a structural VAR analysis. The … macroeconometric literature, the paper i) uses a newly-assembled monthly data set of the interwar world economy, and ii) models …

time when gold was the centre of the world's monetary system. We find that the Gold Fixing price was informationally …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 …

This paper probes the relationship between geopolitical risks (GPR), WTI oil, and gold prices utilizing the time … the pairs of GPR-WTI, and GPR-gold prices for the full sample period, while the causality between gold and WTI is … unidirectional, running from gold to WTI. Using the rolling causality test, however, the findings show that the dynamic causal …

Motivated by the recent gold price boom, this paper investigates whether rapidly growing investment activities have … caused a new asset price bubble. Drawing on gold's role as dollar hedge, inflation hedge, portfolio diversifier, and safe … crisis accurately tracks the gold price observed in the market …