Does gold act as a hedge against the Malaysian exchange rate? Evidence from the financial crisis in 2008 / Maryanne S. Golot
Using a model of classical linear regression covering 10 years of daily data for MYR exchange rates, this paper addresses a practical question: Does gold act as a hedge against the Malaysian Ringgit or not? This study is divided into three section of timeline that highlight the possible effect on th...
محفوظ في:
| المؤلف الرئيسي: | |
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| التنسيق: | أطروحة |
| اللغة: | English |
| منشور في: |
2016
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ir.uitm.edu.my/id/eprint/101162/1/101162.pdf |
| الوسوم: |
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| الملخص: | Using a model of classical linear regression covering 10 years of daily data for MYR exchange rates, this paper addresses a practical question: Does gold act as a hedge against the Malaysian Ringgit or not? This study is divided into three section of timeline that highlight the possible effect on the economic crisis in 2008. A key finding from this two variable regression model is that there is significant negative relationship between price of gold and Malaysian exchange rate during the course of years. |
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