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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...
Autor principal: | Xiao, Borui |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Hindawi
2022
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Materias: | |
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 |
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