Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
| dc.contributor.advisor | ||
| dc.contributor.author | Balcilar, Mehmet | |
| dc.contributor.author | Gupta, Rangan | |
| dc.contributor.author | Pierdzioch, Christian | |
| dc.contributor.email | rangan.gupta@up.ac.za | en_ZA |
| dc.date.accessioned | 2016-10-24T05:07:08Z | |
| dc.date.issued | 2016-09 | |
| dc.description.abstract | Much significant research has been done to study the links between gold returns and the returns of other asset classes in times of economic crisis and high uncertainty. We contribute to this research by using a novel nonparametric causality-in-quantiles test to study how measures of policy and equity-market uncertainty affect gold-price returns and volatility. | en_ZA |
| dc.description.department | Economics | en_ZA |
| dc.description.embargo | 2017-09-30 | |
| dc.description.librarian | hb2016 | en_ZA |
| dc.description.uri | http://www.elsevier.com/locate/resourpol | en_ZA |
| dc.identifier.citation | Balcilar, M, Gupta, R & Pierdzioch, C 2016, 'Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test', Resources Policy, vol. 49, pp. 74-80. | en_ZA |
| dc.identifier.issn | 0301-4207 (print) | |
| dc.identifier.issn | 1873-7641 (online) | |
| dc.identifier.other | 10.1016/j.resourpol.2016.04.004 | |
| dc.identifier.uri | http://hdl.handle.net/2263/57409 | |
| dc.language.iso | en | en_ZA |
| dc.publisher | Elsevier | en_ZA |
| dc.rights | © 2016 Elsevier Ltd. All rights reserved. Notice : this is the author’s version of a work that was accepted for publication in Resources Policy. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. A definitive version was subsequently published in Resources Policy, vol. 49, pp. 74-80, 2016. doi : 10.1016/j.resourpol.2016.04.004. | en_ZA |
| dc.subject | Gold returns | en_ZA |
| dc.subject | Gold volatility | en_ZA |
| dc.subject | Causality | en_ZA |
| dc.subject | Uncertainty | en_ZA |
| dc.title | Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test | en_ZA |
| dc.type | Postprint Article | en_ZA |