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The impact of festivities on gold price expectation and volatility
Schmidbauer, Harald; Rösch, Angi - In: International review of financial analysis 58 (2018), pp. 117-131
Persistent link: https://www.econbiz.de/10012006424
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Will gold prices persist post pandemic period? : an econometric evidence
Kumaraswamy, Sumathi; Abdulla, Yomna; Shrikant … - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-16
, 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 …
Persistent link: https://www.econbiz.de/10013545822
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Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model
Chen, Rongda; Xu, Jianjun - In: Energy economics 78 (2019), pp. 379-391
Persistent link: https://www.econbiz.de/10012159962
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Dynamic spillovers between crude oil price and gold price : empirical evidence
Tripathy, Nalini Prava; Mishra, Shekhar - In: International journal of business and economics 22 (2023) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10014383601
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Return and volatility linkages between Bitcoin, gold price, and oil price : evidence from diagonal BEKK-GARCH model
Surachai Chancharat; Julaluk Butda - 2022
Persistent link: https://www.econbiz.de/10013197429
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Central bank interventions in a dollarized economy : managed floating versus inflation targeting
Mundaca, B. Gabriela - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1507-1535
Persistent link: https://www.econbiz.de/10011950269
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When times get tough, gold is golden
Areal, Nelson; Oliveira, Benilde; Sampaio, Raquel … - In: The European journal of finance 21 (2015) 4/6, pp. 507-526
Persistent link: https://www.econbiz.de/10010528951
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Bitcoin, gold and the dollar : a GARCH volatility analysis
Dyhrberg, Anne Haubo - 2015
investigation of gold. The results show that bitcoin can clearly be used as a hedge against stocks in the Financial Times Stock … possess some of the same hedging abilities as gold and can be included in the variety of tools available to market analysts to …
Persistent link: https://www.econbiz.de/10011347560
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The effects of gold, stock markets and geopolitical uncertainty on Bitcoin prices and volatility
Kyriazis, Nikolaos A. - In: Global economy journal : GEJ 20 (2020) 4, pp. 2050020-1-2050020-15
Persistent link: https://www.econbiz.de/10012487485
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Euro interest rate swap yields : a GARCH analysis
Akram, Tanweer; Mamun, Khawaja Abdullah al - 2023
change in the equity price index, the exchange rate, and the size of the European Central Bank's (ECB) balance sheet. It uses …
Persistent link: https://www.econbiz.de/10014438498