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...

Vietnam has experienced galloping inflation and faced serious dollarization since its reform. To effectively control inflation for promoting price stability, it is necessary to find efficacious leading indicators and a hedging mechanism. Using monthly data over the period from January 1997 to...

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...

Purpose This paper aims to test the hedging ability of housing investment against inflation in Japan and the USA during the period 2000–2020. Design/methodology/approach This study applies the deep learning method and The exponential general autoregressive conditional heteroskedasticity in...