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The illusion of golden slumbers

Geopolitical turbulence and the shifting link between gold and interest rates

Bibliographic Data

ID21542083
AuthorsMichele Andreani (0000-0002-6970-9531, Central Bank of Malta, corresponding author), Marco Tedeschi (0000-0001-5857-8284, Marche Polytechnic University)
Year2025
Volume69
Issue6
Pages3635-3662
Publication date2025-12-01
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueEmpirical Economics (JOURNAL)
Journal identifiersISSN: 0377-7332 • E-ISSN: 1435-8921
PublisherSpringer Science and Business Media LLC (PUBLISHER)
DOI10.1007/s00181-025-02842-w
OpenAlexW4415881938
LanguageEN
References cited46

Financial crisis · Geopolitics · Granger causality · Illusion · Interest rate · Portfolio · Financial Risk and Volatility Modeling · Market Dynamics and Volatility · Stochastic processes and financial applications

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  • Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

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  • Measuring Geopolitical Risk

    Dario Caldara, Matteo Iacoviello•American Economic Review•2022

  • Market Liquidity and Funding Liquidity

    Markus K Brunnermeier, Leif Hemming Pedersen et al.•Review of Financial Studies•2009

  • Testing for a unit root in time series regression

    Peter C B Phillips, Pierre Perron•Biometrika•1988

  • Distribution of the Estimators for Autoregressive Time Series with a Unit Root

    David A Dickey, Wayne A Fuller•Journal of the American…•1979

Citation velocityhistorical
Highly citedNo

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