The role of uncertainty measures on the returns of gold

C-Tier
Journal: Economics Letters
Year: 2019
Volume: 185
Issue: C

Score contribution per author:

0.251 = (α=2.01 / 4 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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 in short, medium, and long terms.

Technical Details

RePEc Handle
repec:eee:ecolet:v:185:y:2019:i:c:s0165176519303398
Journal Field
General
Author Count
4
Added to Database
2026-01-25