Is gold an inflation hedge in Vietnam? A non-linear approach

Is gold an inflation hedge in Vietnam? A non-linear approach

AbstractThis paper investigates the inflation-hedging ability of gold in Vietnam from 2011 to 2022. In order to assess how government management has affected the domestic gold market, two local gold prices (SJC and 9999) were employed. The non-linear autoregressive distributed lags (NARDL) approach...

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Bibliographic Details
Main Authors: Minh Duc Do, Tho Dat Tran, Hong Nhung Nguyen, Ngoc Mai Le, Duc Hieu Ninh
Format: Article
Language:English
Published: Taylor & Francis Group 2023-10-01
Series:Cogent Economics & Finance
Subjects:
CPI
gold
government policies
inflation hedge
non-linear autoregressive distributed lags model (NARDL)
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2023.2244857

Internet

https://www.tandfonline.com/doi/10.1080/23322039.2023.2244857

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