Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model

Economic Modelling

Volumn 28, Issue 3, 2011, Pages 806-819

  Wang, Kuan Min ^a   Lee, Yuan Ming ^b   Thi, Thanh Binh Nguyen ^c  

^a OVERSEAS CHINESE UNIVERSITY   (Taiwan)

^b SOUTHERN TAIWAN UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

^c CHAOYANG UNIVERSITY OF TECHNOLOGY   (Taiwan)

Author keywords

C32; E31; E44; Gold price; Impulse response; Inflation hedge; Non linear model; Price rigidity

Indexed keywords

EID: 79953036825     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2010.10.008     Document Type: Article

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