Article ID Journal Published Year Pages File Type
7355606 International Review of Financial Analysis 2018 31 Pages PDF
Abstract
Differentiating between two periods (1991-2002 and 2003-2014) with distinct gold price characteristics, we find that several festivals (among them, the three mentioned above) are connected with gold price changes in specific ways. We also find evidence of an end-of-year effect. This research contributes to the problem of understanding and forecasting gold prices.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
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