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: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
SpringerOpen
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/54381bb7b8214a2491b1ea1132d4ace9 |
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