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Forecasting the price of gold: An error correction approach

Gold prices in the Indian market may be influenced by a multitude of factors such as the value of gold in investment decisions, as an inflation hedge, and in consumption motives. We develop a model to explain and forecast gold prices in India, using a vector error correction model. We identify inves...

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Detalles Bibliográficos
Main Authors: Kausik Gangopadhyay, Abhishek Jangir, Rudra Sensarma
Formato: Artigo
Idioma:Inglês
Publicado: Elsevier 2016-03-01
Series:IIMB Management Review
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Acceso en liña:http://www.sciencedirect.com/science/article/pii/S097038961500107X
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