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Determinants of gold price movements: An empirical investigation in the presence of multiple structural breaks

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 data from December 19, 2018 to May 15, 2020. The key variab...

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Detalles Bibliográficos
Autores principales: Chirwa, Themba G., Odhiambo, Nicholas M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7426706/
https://www.ncbi.nlm.nih.gov/pubmed/34173418
http://dx.doi.org/10.1016/j.resourpol.2020.101818