Gold as an inflation hedge in a time-varying coefficient framework
Year of publication: |
2013
|
---|---|
Authors: | Beckmann, Joscha ; Czudaj, Robert |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 24.2013, p. 208-222
|
Subject: | Cointegration | Gold price | Inflation hedge | Markov-switching error correction | Price level | Inflation | Kointegration | Gold | Hedging | Preisniveau | Markov-Kette | Markov chain | Verbraucherpreisindex | Consumer price index | Goldstandard | Gold standard | Zeitreihenanalyse | Time series analysis |
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