Gold as a hedge for inflation risk in Malaysia
This study examines the long run and short run inflation hedging effectiveness of gold in Malaysia during the period of 1971 until 2011 by using monthly data. This study employed Engle-Granger cointegration test and Johansen cointegration test for long run analysis and Threshold Vector Autoregress...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2013
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| Subjects: | |
| Online Access: | http://psasir.upm.edu.my/id/eprint/42843/1/FEP%202013%2011R.pdf |
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