Should gold be held under global economic policy uncertainty?

Should gold be held under global economic policy uncertainty?

This paper investigates the ability of gold to hedge worldwide risks from the perspective of global economic policy uncertainty (GEPU). By applying the full- and sub-sample rolling-window bootstrap causality tests to analyze the dynamic interaction between GEPU and gold price (GP). It can be observ...

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Bibliographic Details
Main Authors: Meng Qin, Chi-Wei Su, Yi-Dong Xiao, Shuai Zhang
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2020-04-01
Series:Journal of Business Economics and Management
Subjects:
global economic policy uncertainty
gold price
general equilibrium model
causality
rolling-window
time-varying
Online Access:https://bme.vgtu.lt/index.php/JBEM/article/view/12040

Internet

https://bme.vgtu.lt/index.php/JBEM/article/view/12040

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