This paper investigates macroeconomic influences on gold using the asymmetric power
GARCH model (APGARCH) of [Ding, Z., Granger, CWJ, Engle, RF, 1993. Long memory …

This study examines seasonality in the conditional and unconditional mean and variance of
daily gold and silver contracts over the 1982–2002 periods. Using COMEX cash and futures …

This study re-examines the results of Ciner, who claims that the historically stable
relationship between gold and silver has broken down in the 1990s. It is shown, using a …

Purpose After the collapse of the Bretton Woods fixed exchange rate system in 1971,
countries moved towards floating exchange rates, and the expectation was that the …

Gold investment in Malaysia offers a secure asset class for investors through two different
ways, physical gold and “paper gold”(gold account). Investment in physical gold enables …

The purpose of this book is to present the principles of alternative investments in
management. The individual chapters provide a detailed analysis of various classes of …

This paper investigates the out-of-sample value-at-risk (VaR) forecasts in gold markets by
considering both oil volatilities and the flexible model construction. We used the combined …

The paper investigates whether the asymmetric power GARCH model (APGARCH)
introduced by Ding, Granger and Engle (1993) captures the dynamics of the gold market …

The gold market has recently attracted much attention and gold prices have fluctuated over
the past few years. Therefore, the aim of this study is investigate and analyze the trend of …

Merkez Bankaları ülkelerin finansal düzenlemelerinin yapılması ve ülkenin genel ekonomik
dengelerinin korunması için çalışmaktadırlar. Bunun için beklenmedik ihtiyaçlar …