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-SII697OpenAlexW4288049953WikidataQ114020886 ScholiaQ114020886MaRDI QIDQ2172371FDOQ2172371

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

multiple linear regressiongold futures contractinvestment naturemacro risk factors

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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