Gold and inflation (s)–A time-varying relationship

BM Lucey, SS Sharma, SA Vigne - Economic Modelling, 2017 - Elsevier
What is the relationship between the price of gold and inflation? How stable is it–over time
and across measures of inflation? We examine this for three countries (the USA, the UK and …

Determinants of the physical demand for gold: Evidence from panel data

M Starr, K Tran - World Economy, 2008 - Wiley Online Library
Although the role of gold in the world economy has declined since the gold standard was
abandoned, it remains important as a central bank reserve, a hedge against risks, a …

[HTML][HTML] On the efficiency of the global gold markets

CG Ntim, J English, J Nwachukwu, Y Wang - International review of …, 2015 - Elsevier
This paper examines the weak-form efficiency of the global gold markets with specific focus
on the random walks (RWS) and martingale difference sequence (MDS) hypotheses, and …

Income and price elasticity of gold import demand in India: Empirical evidence from threshold and ARDL bounds test cointegration

K Kanjilal, S Ghosh - Resources Policy, 2014 - Elsevier
This study investigates cointegrating relationship between gold import demand, gold price
and GDP for Indian economy during the period Q1'1998–1999 to Q3'2012–2013. It also …

[PDF][PDF] Effects of international gold market on stock exchange volatility: evidence from ASEAN emerging stock markets

GQ Do, M Mcaleer, S Sriboonchitta - Economics Bulletin, 2009 - academia.edu
This paper examines behaviors of returns and volatility of ASEAN emerging stock markets
(Indonesia, Malaysia, Philippines, Thailand and Vietnam), incorporating with the effects from …

[HTML][HTML] Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models

BM Lucey, FA O'Connor - Borsa Istanbul Review, 2013 - Elsevier
We assess whether two classes of bubbles occur in the spot price of gold, rational
speculative and periodically bursting bubbles, using gold's lease rates for the first time in the …

[PDF][PDF] Gender Differences in Investment Preferences.

N Bayyurt, V Karışık, A Coşkun - European Journal of Economic & …, 2013 - researchgate.net
The paper attempts to explore how women and men differ in their individual investment
preferences. Although there are some studies for the investors in developed countries, the …

[PDF][PDF] IS GOLD A GOOD HEDGE AGAINST INFLATION? EMPIRICAL EVIDENCE IN MALAYSIA.

MF Ghazali, HH Lean, Z Bahari - Kajian Malaysia: Journal of Malaysian …, 2015 - usm.my
This paper studies the role of gold quoted in domestic currency as an inflation hedge in
Malaysia from July 2001 to November 2011. Using the Malaysian monthly domestic gold …

An observation of the relationship between gold prices and selected financial variables in Turkey

A Omag - Muhasebe ve finansman dergisi, 2012 - search.proquest.com
The importance of gold as a precious metal has been increasing as a result of the recent
crisis in financial markets. Consequently, the effects of gold trading and gold prices have …

World metal markets

R Aggarwal, B Lucey, F O'Connor - The World Scientific Handbook …, 2016 - World Scientific
The role of metallurgical markets with an emphasis on gold futures will be discussed in this
chapter. Gold has played an historical role as a hedge against inflation. This chapter reviews …