Show simple item record

dc.contributor.authorApergis, Nicholas
dc.contributor.authorHayat, Tasawar
dc.contributor.authorSaeed, Tareq
dc.date.accessioned2021-03-08T14:43:36Z
dc.date.available2021-03-08T14:43:36Z
dc.date.issued2021-02-21
dc.identifier.citationApergis, Nicholas Hayat, Tasawar Saeed, Tareq. (2020). 'The role of macroeconomic and geopolitical news on gold returns and volatility'. Economics and Business Letters, 10(1), pp. 72-80.en_US
dc.identifier.issn2254-4380
dc.identifier.doi10.17811/ebl.10.1.2021.72-80
dc.identifier.urihttp://hdl.handle.net/10545/625646
dc.description.abstractThe goal of this paper is to explore the simultaneous role of macroeconomic and geopolitical news in gold returns and its associated volatility. The analysis uses sentiment scores for certain macroeconomic and geopolitical global news, along with a GARCH modelling approach. The findings document that both types of news substantially impact gold returns and their associated volatility, with geopolitical news having a stronger impact.en_US
dc.description.sponsorshipN/Aen_US
dc.language.isoenen_US
dc.publisherOviedo University Pressen_US
dc.relation.urlhttps://reunido.uniovi.es/index.php/EBL/article/view/14904en_US
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 International*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/*
dc.subjectResearch Subject Categories::SOCIAL SCIENCESen_US
dc.subjectmacroeconomics, geopolitics, GARCH modellingen_US
dc.titleThe role of macroeconomic and geopolitical news on gold returns and volatilityen_US
dc.typeArticleen_US
dc.contributor.departmentUniversity of Derbyen_US
dc.contributor.departmentKing Abdulaziz Universityen_US
dc.identifier.journalEconomics and Business Lettersen_US
dcterms.dateAccepted2020-06-17
dc.author.detail786373en_US


This item appears in the following Collection(s)

Show simple item record

Attribution-NonCommercial-NoDerivatives 4.0 International
Except where otherwise noted, this item's license is described as Attribution-NonCommercial-NoDerivatives 4.0 International