Dynamic hedging responses of gold and silver to inflation : a Markov regime-switching VAR analysis
Abbas Valadkhani, Barry O'Mahony
| Year of publication: |
2024
|
|---|---|
| Authors: | Valadkhani, Abbas ; O'Mahony, Barry |
| Subject: | Gold | Hedging | Inflation | Markov regime switching | Silver | Vector autoregressive model | VAR-Modell | VAR model | Markov-Kette | Markov chain | Silber | Goldstandard | Gold standard | Silberstandard | Silver standard |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103741 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015323715