Determinants of gold price movements: An empirical investigation in the presence of multiple structural breaks
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DOI: 10.1016/j.resourpol.2020.101818
Abstract: Abstract This study investigates the short- and long-run determinants of gold price movements in financial markets by taking into account multiple structural breakpoints using an ARDL-based error correction approach. The study used daily time series… read more here.
Keywords: gold price; multiple structural; price movements; determinants gold ... See more keywords