A Study on the Hedging Function of Gold in the Light of Economic Policy Uncertainty

This paper focuses on the empirical analysis of the closing price of gold, the SSE Index, and the China Economic Policy Uncertainty Index by means of a GARCH model to study the main characteristics of their movements. The series of gold closing price returns are analysed for linkage using the curren...

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Detalles Bibliográficos
Autor principal: Xiao, Borui
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi 2022
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9225842/
https://www.ncbi.nlm.nih.gov/pubmed/35755736
http://dx.doi.org/10.1155/2022/1556475

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9225842/
https://www.ncbi.nlm.nih.gov/pubmed/35755736
http://dx.doi.org/10.1155/2022/1556475

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