Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework
By J. Beckmann, Robert L. Czudaj. 2012
220 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/65c8ebfd7eaf756c6bf8efc50271f27c72065928
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Theo Berger
- Robert L. Czudaj
- J. Beckmann
- Sang Hoon Kang
- X. Vo
- Walid Mensi
- Abdel Razzaq Al Rababa'a
- Duc Khuong Nguyen
Citations in the corpus
- The Financial Economics of Gold – A Survey (2015, unknown): “This paper ascribes the earlier finding to a spike in world inflation in the 1980’s. 40 Beckmann and Czudaj (2013) expand the range of countries addressed, looking at Japan and the US again but also adding the UK and the Euro Area between 1969 and 2011, and using two measures of inflation – the…”
- Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021, result): “Previous studies validate the strong role of yellow metal as an excellent hedge and safe haven for period of high inflation level (McCown and Zimmerman, 2006; Oxman, 2012; Beckmann and Czudaj, 2013; Hoang et al., 2016; Salisu et al., 2020; Adekoya et al., 2020) and extreme negative returns of stock ”
- Are gold and silver a hedge against inflation? A two century perspective (2015, unknown): “4 force the case for employing a time-varying approach (see, e.g. Beckmann and Czudaj, 2013; Batten et al., 2014).”
- Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021, unknown): “…have shown that gold prices may be affected by many predictors, such as inflation (Alameer et al., 2019; Beckmann & Czudaj, 2013), currencies (Beckmann & Czudaj, 2013; Kristjanpoller & Minutolo, 2016), metals (Bha‑ tia et al., 2018; Schweikert, 2018), crude oil (Elie et al., 2019; Kanjilal &…”
- Gold price dynamics and the role of uncertainty (2018, methodology): “1 Wavelet decomposition As we aim at extracting both time-varying and frequency-varying properties of the underlying return series, wavelet analysis describes an adequate signal processing technique to assess an alternative presentation of a decomposed time series on a scale-by-scale basis.7 In the ”