The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach

By Libing Fang, Baizhu Chen, Honghai Yu, Yichuo Qian. 2018

160 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/57cc73cf440c633d448b83a4cf616049e08046a4

Citations in the corpus

• Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis (2018, unknown): “3 Fang et al. (2018) investigate whether global economic policy uncertainty predicts long-term gold volatility.”