Understanding the Gold-Inflation Nexus in Malaysia: Hedge and Safe Haven Perspectives
The main objective of this study is to examine the roles of gold as a hedge or a safe haven against inflation in Malaysia. We propose the standard and quantile techniques in the volatility models, with a time-varying conditional variance of regression residuals based on TGARCH specifications. We fou...
| Autores principales: | , , , , |
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| Formato: | Artículo |
| Lenguaje: | English English |
| Publicado: |
Universiti Malaysia Sarawak
2022
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| Materias: | |
| Acceso en línea: | https://eprints.ums.edu.my/id/eprint/33359/1/Understanding%20the%20Gold-Inflation%20Nexusi%20in%20Malaysia.pdf https://eprints.ums.edu.my/id/eprint/33359/2/Understanding%20the%20Gold-Inflation%20Nexusi%20in%20Malaysia1.pdf |