Effects of geopolitical risks on gold market return dynamics : evidence from a nonparametric causality-in-quantiles approach
Jianbai Huang, Yingli Li, Muhammad Tahir Suleman, Hongwei Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Huang, Jianbai ; Li, Yingli ; Suleman, Muhammad Tahir ; Zhang, Hongwei |
| Published in: |
Defence and peace economics. - London : Routledge, Taylor & Francis Group, ISSN 1476-8267, ZDB-ID 2069637-1. - Vol. 34.2023, 3, p. 308-322
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| Subject: | Geopolitical risk | gold returns | gold volatility | high-frequency data | nonparametric causality-in-quantiles | Gold | Volatilität | Volatility | Geopolitik | Geopolitics | Welt | World | Nichtparametrisches Verfahren | Nonparametric statistics | Kapitaleinkommen | Capital income | Risiko | Risk | Goldstandard | Gold standard |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10242694.2021.2007333 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292959