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- W2326242281 abstract "Much significant research has been done to study how terror attacks affect financial markets. We contribute to this research by studying whether terror attacks, in addition to standard predictors considered in earlier research, help to predict gold returns. To this end, we use a quantile-predictive-regression (QPR) approach that accounts for model uncertainty and model instability. We find that terror attacks have predictive value for the lower and especially for the upper quantiles of the conditional distribution of gold returns." @default.
- W2326242281 created "2016-06-24" @default.
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- W2326242281 date "2017-08-01" @default.
- W2326242281 modified "2023-10-18" @default.
- W2326242281 title "Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach" @default.
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- W2326242281 doi "https://doi.org/10.1016/j.qref.2017.01.005" @default.
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