On the predictive value of the (shadow) real interest rate for the realized volatility of gold-price returns
Christian Pierdzioch, Sebastian Rohloff, and Roland Von Campe
| Year of publication: |
2023
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| Authors: | Pierdzioch, Christian ; Rohloff, Sebastian ; Campe, Roland von |
| Published in: |
Annals of financial economics. - Hackensack, NJ [u.a.] : World Scientific, ISSN 2010-4960, ZDB-ID 2515861-2. - Vol. 18.2023, 1, Art.-No. 2241001, p. 1-16
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| Subject: | Gold | real interest rate | shadow rate | volatility | forecasting | Volatilität | Volatility | Realzins | Real interest rate | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätzung | Estimation | Wechselkurs | Exchange rate | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010495222410019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014442354