Analyses of the impact of country specific macro risk variables on gold futures contract and its position as an asset class: evidence from India

DOI10.4310/21-SII697MaRDI QIDQ2172371zbMATH OpenOpenAlexWikidataFDO

Authors Rupel Nargunam, William W. S. Wei, N. Anuradha

Publication date 15 September 2022

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/21-sii697

zbMATH Keywords

gold futures contractinvestment naturemacro risk factorsmultiple linear regression

Mathematics Subject Classification ID

Statistics (62-XX) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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