Measuring the response of gold prices to uncertainty: an analysis beyond the mean

This paper provides an innovative perspective on the role of gold as a hedge and safe haven. We use a quantile-on-quantile regression approach to capture the dependence structure between gold returns and changes in uncertainty under different gold market conditions, while considering the nuances of...

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Bibliographic Details

Main Authors:	Jamal Bouoiyour, Refk Selmi, Mark Wohar
Format:	Default Article
Published:	2018
Subjects:	Other commerce, management, tourism and services not elsewhere classified Gold Uncertainty Hedge Safe haven Quantile-on-quantile regression Business and Management not elsewhere classified
Online Access:	https://hdl.handle.net/2134/35429
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