Is gold a hedge against inflation? A wavelet time-scale perspective-Reference-Cited by-同舟云学术

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Is gold a hedge against inflation? A wavelet time-scale perspective

Published:2017-09-20 Issue:2 Volume:51 Page:317-345
ISSN:0924-865X
Container-title:Review of Quantitative Finance and Accounting
language:en
Short-container-title:Rev Quant Finan Acc

Author:

Conlon Thomas,Lucey Brian M.,Uddin Gazi Salah

Publisher

Springer Science and Business Media LLC

Subject

Finance,General Business, Management and Accounting,Accounting

Link

http://link.springer.com/article/10.1007/s11156-017-0672-7/fulltext.html

Reference80 articles.

1. Adrangi B, Chatrath A, Raffiee K (2003) Economic activity, inflation, and hedging. J Wealth Manag 6(2):60–77

2. Aguiar-Conraria L, Soares MJ (2014) The continuous wavelet transform: moving beyond uni- and bivariate analysis. J Econ Surv 28(2):344–375

3. Aguiar-Conraria L, Martins M, Soares M (2012) The yield curve and the macro-economy across time and frequencies. J Econ Dyn Control 36(12):1950–1970

4. Al-Khazali O, Pyun C (2004) Stock prices and inflation: new evidence from the Pacific-Basin countries. Rev Quant Finance Account 22(2):123–140

5. Ang A, Bekaert G, Wei M (2007) Do macro variables, asset markets, or surveys forecast inflation better. J Monet Econ 54(4):1163–1212

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