Gold and the global financial cycle

Gold and the global financial cycle

We examine the potential of gold and other precious metals as safe havens during negative market shocks caused by the Global Financial Cycle (GFCy). We analyze a vast global vector autoregressive (GVAR) model that includes developing and emerging market countries for a total of 33 countries, from 19...

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Bibliographic Details
Main Authors: Afees A. Salisu, Rangan Gupta, Siphesihle Ntyikwe, Riza Demirer
Format: Article
Language:English
Published: AIMS Press 2023-09-01
Series:Quantitative Finance and Economics
Subjects:
precious metals
safe haven property
global financial cycle
global vector autoregressive model
Online Access:https://www.aimspress.com/article/doi/10.3934/QFE.2023024?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/QFE.2023024?viewType=HTML

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