The role of uncertainty measures on the returns of gold
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DOI: 10.1016/j.econlet.2019.108680
Abstract: Abstract By utilizing Bayesian Graphical Structural Vector Autoregression model, we show that changes in geopolitical risks and the U.S. real effective exchange rate significantly affect Gold returns. These results are consistent across different frequency bands… read more here.
Keywords: role uncertainty; measures returns; returns gold; uncertainty measures ... See more keywords