Gold prices, cost of carry, and expected inflation

By L. Blose. 2010

191 citations recorded by the source corpus.

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Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework (2012, background): “This causality pattern has recently been questioned by Blose (2010) who argues that the costs of carrying gold are also affected through changes in interest rates by expected inflation.”
Gold price dynamics and the role of uncertainty (2018, methodology): “Due to the setup of MODWT, wavelet coefficients at all scales are described by the same amount of observations as the original time series and can be expressed in matrix notation: W̃j = ω̃jy (7) and Ṽj = ṽjy. (8) Specifically, both ω̃ and ṽ describe N × N matrices and the relevant detail coefficient”
Measuring the response of gold prices to uncertainty: An analysis beyond the mean (2018, result): “Interestingly, as documented by the previous studies on the same issue, we show that the different uncertainty measures display heterogenuous impacts on gold returns (for example, Blose, 2010; Jones and Sackley, 2016; Balcilar et al. 2016; Beckmann et al. 2017).”