Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7355606 | International Review of Financial Analysis | 2018 | 31 Pages |
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
Harald Schmidbauer, Angi Rösch,