Is gold a safe haven for the dynamic risk of foreign exchange?

Abstract This paper uses the panel data of 15 countries from 2009 to 2020 to construct the time-varying parameter panel vector error correction model for testing the hypothesis of dynamic hedging characteristics of gold on exchange rate. As the existing literature has never considered that the forei...

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Autores principales: Kuan-Min Wang, Thanh-Binh Nguyen Thi, Yuan-Ming Lee
Formato: article
Lenguaje:EN
Publicado: SpringerOpen 2021
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Acceso en línea:https://doaj.org/article/54381bb7b8214a2491b1ea1132d4ace9
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