The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH-MIDAS approach-Reference-Cited by-同舟云学术

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

Published:2017-12-27 Issue:3 Volume:38 Page:413-422
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:Jrl Fut Mark

Author:

Fang Libing¹^ORCID,Chen Baizhu²,Yu Honghai¹^ORCID,Qian Yichuo¹

Affiliation:

1. School of Management and Engineering; Nanjing University; Nanjing Jiangsu China

2. Marshall School of Business; University of Southern California; Los Angeles California

Funder

National Natural Science Foundation of China

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference29 articles.

1. The macroeconomic effects of fiscal policy;Afonso;Applied Economics,2012

2. Psychological barriers in gold prices;Aggarwal;Review of Financial Economics,2007

3. The importance of the macroeconomic variables in forecasting stock return variance: A GARCH-MIDAS approach;Asgharian;Journal of Forecasting,2013

4. Measuring economic policy uncertainty;Baker;The Quarterly Journal of Economics,2016

5. Does oil and gold price uncertainty matter for the stock market;Bams;Journal of Empirical Finance,2017

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