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...
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English English |
| Published: |
Universiti Malaysia Sarawak
2022
|
| Subjects: | |
| Online Access: | 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 |