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The inflation rate of the price of gold, expected prices and interest rates
8 references·12 citing·37 second hop
The inflation rate of the price of gold, expected prices and interest rates (1987)The inflation rate of the price of gold, …Gold Monetization and Gold Discipline (1987)Gold Monetization and Gold Di…Gold Monetization and Gold Discipline (1984)Gold Monetization and Gold Di…The Gold Standard: Historical Facts and Future Prospects (1982)The Gold Standard: Historical…Price Inertia and Policy Ineffectiveness in the United States, 1890-1980 (1982)Price Inertia and Policy Inef…Inflationary Expectations, Economic Activity, Taxes, and Interest Rates: Reply (1982)Inflationary Expectations, Ec…Expectations and the Structure of Share Prices (1982)Expectations and the Structur…Price Inertia and Policy Ineffectiveness in the United States, 1890-1980 (1981)Price Inertia and Policy Inef…Output Fluctuations and Gradual Price Adjustment (1981)Output Fluctuations and Gradu…The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices (2022)The effects of economic uncer…Combining wavelet decomposition with machine learning to forecast gold returns (2019)Combining wavelet decompositi…A novel hybrid model on the prediction of time series and its application for the gold price analysis and forecasting (2019)A novel hybrid model on the p…Does social network sentiment influence the relationship between the S&P 500 and gold returns? (2018)Does social network sentiment…Is gold a hedge against inflation? A wavelet time-scale perspective (2017)Is gold a hedge against infla…Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach (2016)Is gold a hedge against infla…A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss (2016)A boosting approach to foreca…Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests (2015)Relationship between gold and…Are gold and silver a hedge against inflation? A two century perspective (2015)Are gold and silver a hedge a…On the efficiency of the gold market: Results of a real-time forecasting approach (2014)On the efficiency of the gold…Gold as an inflation hedge in a time-varying coefficient framework (2012)Gold as an inflation hedge in…Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model (2010)Time and place where gold act…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)On the economic determinants of the gold–inflation relation (2014)Asymmetric impact of oil price on Islamic sectoral stocks (2017)On the nonlinear relation between crude oil and gold (2017)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)The effects of uncertainty measures on the price of gold (2018)How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models (2020)The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk (2020)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Reassessing the role of precious metals as safe havens–What colour is your haven and why? (2017)Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle (2022)Socio-Economic Impacts and Challenges of the Coronavirus Pandemic (COVID-19): An Updated Review (2022)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Modelling oil price-inflation nexus: The role of asymmetries (2017)Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries (2017)Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold (2021)Statistical analysis of cointegration vectors (1988)The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach (2019)Business Cycles and the Relationship between Concentration and Price-Cost Margins (1986)The New Keynesian Microfoundations (1987)Staggered Price and Wage Setting in Macroeconomics (1998)Expectations and Share Prices (1981)Divergence of Opinion in Complete Markets: A Note (1985)Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs (2007)Quantity Theory of Money (1989)Partisan theory after fifteen years (1992)The Phillips Curve is Alive and Well: Inflation and the NAIRU During the Slow Recovery (2013)Monetary and Exchange Rate Policies for International Financial Stability: A Proposal (1988)Are Bilateral Remittances Countercyclical? (2010)Financial Integration, Investment, and Economic Growth: Evidence from Two Eras of Financial Globalization (2010)The Changing Cyclical Variability of Economic Activity in the United States (1984)The Phillips Curve, the Persistence of Inflation, and the Lucas Critique: Evidence from Exchange-Rate Regimes: Comment (2000)
this work references cited by second hop

References

  • 1981Output Fluctuations and Gradual Price Adjustment279 cited
  • 1982Expectations and the Structure of Share Prices243 cited
  • 1982Price Inertia and Policy Ineffectiveness in the United States, 1890-1980210 cited
  • 1982The Gold Standard: Historical Facts and Future Prospects187 cited
  • 1981Price Inertia and Policy Ineffectiveness in the United States, 1890-1980171 cited
  • 1982Inflationary Expectations, Economic Activity, Taxes, and Interest Rates: Reply148 cited
  • 1984Gold Monetization and Gold Discipline131 cited
  • 1987Gold Monetization and Gold Discipline116 cited

Cited by

  • 2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach217 cited
  • 2012Gold as an inflation hedge in a time-varying coefficient framework213 cited
  • 2015Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests198 cited
  • 2015Are gold and silver a hedge against inflation? A two century perspective182 cited
  • 2010Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model162 cited
  • 2019Combining wavelet decomposition with machine learning to forecast gold returns103 cited

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2014
On the efficiency of the gold market: Results of a real-time forecasting approach
82 cited
  • 2017Is gold a hedge against inflation? A wavelet time-scale perspective76 cited
  • 2022The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices75 cited
  • 2019A novel hybrid model on the prediction of time series and its application for the gold price analysis and forecasting61 cited
  • 2018Does social network sentiment influence the relationship between the S&P 500 and gold returns?54 cited
  • 2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss28 cited