Do, Minh Duc; Tran Tho Dat; Nguyen, Hong Nhung; Le, Ngoc Mai - In: Cogent economics & finance 11 (2023) 2, pp. 1-18
This paper investigates the inflation-hedging ability of gold in Vietnam from 2011 to 2022. In order to assess how government management has affected the domestic gold market, two local gold prices (SJC and 9999) were employed. The non-linear autoregressive distributed lags (NARDL) approach is...