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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...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Ltd.
2020
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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 |