Gold Prices
The Role of Gold Prices and Interest Rate in Stock Index: Insights from Vietnam by Using the Autoregressive Distributed Lag Approach
... So far, many empirical researchers have examined the connection between financial components and the stock index. In particular, factors include consumption price index, money supply M2, economic growth rate, etc. ...
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Bitcoin and gold prices: A fledging long term relationship
... Our paper brings two main contributions to the current literature. First, a methodological contribution since we use a threshold regressionto take into consideration potential structural breaks in our two series, after ...
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Bitcoin and Gold Prices: A Fledging Long Term Relationship
... and gold prices, confirming that gold is a predictor of Bitcoin ...of gold lessens the price of ...in gold over Bitcoin, when gold prices show rising trends and second ...
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Factor Influencing the Gold Prices: An Empirical Investigation in the Indian Context
... between gold prices and S & P CNX NIFTY and also between BSE, Sensex and gold prices ...and gold, stock indices and mi- croeconomic variables like exchange rate of a country’s ...
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GOLD PRICES IN INDIA- MACRO ECONOMIC FACTORS AFFECTING IT
... between GOLD and INFLATION is ...Silver prices, Total Reserves, NIFTY, BSE Sensex and Exchange ...affect Gold prices as a change in other variables of the ...
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Forecasting gold prices using multiple linear regression method
... future gold price using Multiple Linear Regression ...the Gold Prices (GP) from the London PM Fix (Noon fixing ...the gold prices such as Commodity Research Bureau future index (CRB); ...
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Causality and volatility patterns between gold prices and exchange rates
... on gold prices and exchange rates, we only elaborate on a few selected studies in the following ...of gold with respect to changes of the US dollar and have shown that dollar exchange rates and ...
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FORECASTING GOLD PRICES IN SRI LANKA USING GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY APPROACH
... of gold prices and develop a suitable model to forecast gold prices ...daily gold prices in Sri Lanka using Time Series ...daily gold prices per gram (LKR) were ...
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THE ROLE OF MACRO ECONOMIC VARIABLES AND WORLD GOLD PRICES IN JAKARTA ISLAMIC INDEX MOVEMENT IN INDONESIA STOCK EXCHANGE IN THE PERIOD 2013-2017
... Licensed under Creative Common Page 68 difference of endogenous variables in the model. In the VAR method, determining the optimal lag level is important. This is because the independent variable used is nothing but the ...
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SOARING GOLD PRICES – A CAUSE OF CONCERN
... the gold prices are largely influenced by the forces of demand and ...The gold spot price is influenced by the dynamics of demand and ...Large gold traders are able to adjust the prices ...
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Forecasting of Gold Prices (Box Jenkins Approach)
... Thai Gold Prices. Selvanatha (1991) used London daily gold price in Australian dollars (PAUD) for the period 3 August, 1987 to 20 July, 1988 to construct the gold price forecasted ...
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The Impact of Inflation, Exchange Rate, Interest Rate, World Oil Prices and World Gold Prices toward Mining Sector Index Movement
... Oil Prices and World Gold Prices on the volatility of Mining Index on Indonesia Stock ...Oil Prices, World Gold Prices and Indonesia Mining Index period of ...Oil Prices ...
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Calibration of the exponential Ornstein–Uhlenbeck process when spot prices are visible through the maximum log likelihood method Example with gold prices
... spot prices are not visible (mostly in inter- national commodity markets), Schwartz [27] decided to calibrate the model by relating the spot price with futures prices (which are visible) and then applying a ...
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The Impact of Oil and Gold Prices’ Shock on Tehran Stock Exchange: A Copula Approach
... hand, Gold is a safe haven investment for all economies, particularly those that struggle with high ...of gold will not ...that gold and real estate are two important and profitable sources of ...
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Causality and volatility patterns between gold prices and exchange rates
... Permanent repository link: http://openaccess.city.ac.uk/12669/ Link to published version: http://dx.doi.org/10.1016/j.najef.2015.09.015 Copyright and reuse: City Research Online aims to [r] ...
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Analysis of Volatility in Gold Prices with the Markov Regime-Switching Models
... Gerek değişim ve değer saklama aracı olarak finansal piyasalarda gerekse fiziksel ve kimyasal özellikleri nedeniyle endüstriyel alanda geniş bir kullanım alanına sahip olan altının fiyatındaki oynaklık birçok sektörü ve ...
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Download Download PDF
... Firstly, gold prices show a positive and significant relationship with non- performing ...in gold prices results in a ...by gold producers in order to sustain large trade volumes as ...
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Dynamic macro economic variables and its impact on gold price innovation in India
... World Gold Council, in the last decade, 75% of gold demand in India has taken the form of ...of gold moving towards uphill when the purchasing power of the consumer increases, which forces ...
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Gold and US money demand
... whether gold is an inflation hedge and a forecaster of infla- tion is still ...and gold prices. In fact Batten et al. (2014) find that gold prices and the US Consumer Price Index were ...
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Determination of Factors Affecting the Price of Gold: A Study of MGARCH Model
... rational gold market, investigated how fast and at which direction the market responds to a new information, and whether the gold prices reflect the current information or whether time is needed to ...
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