Studies on Gold and its relationship with other financial variables

Abstract: Define as the currency of the last resort, gold has historically been seen as the ultimate hedge against inflation. However, recent research has founded that the commodity provides a unique source of diversification to an investor’s portfolio. This study investigates the long-run relationship between gold and a set of financial variables based on daily data from January 1990 to June 2016, then use this relationship as a fair value and see what sort of interpretation we can do with the results.

Link ===> Gold Study

Excel data ===> LastGoldData

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