Matches in SemOpenAlex for { <https://semopenalex.org/work/W2774620275> ?p ?o ?g. }
- W2774620275 endingPage "159" @default.
- W2774620275 startingPage "140" @default.
- W2774620275 abstract "This paper examines the properties of the gold risk premium. We estimate a parsimonious model for the gold risk premium and uncover important time variations in the dynamics of the risk premium. We also estimate the risk premia of the stock and bond markets and investigate their co-movements. The results show that the co-movements of expected gold returns with expected returns of stocks and bonds are positive, while co-movements of realized returns are zero or negative on average. This results holds not only during normal market periods, but also in times of market stress. Furthermore, we find no significant co-movement of expected and realized returns of gold with inflation." @default.
- W2774620275 created "2017-12-22" @default.
- W2774620275 creator A5003933641 @default.
- W2774620275 creator A5066671366 @default.
- W2774620275 creator A5078989009 @default.
- W2774620275 date "2019-06-01" @default.
- W2774620275 modified "2023-10-03" @default.
- W2774620275 title "The risk premium of gold" @default.
- W2774620275 cites W1546675989 @default.
- W2774620275 cites W1594842258 @default.
- W2774620275 cites W1789808336 @default.
- W2774620275 cites W1934944118 @default.
- W2774620275 cites W1966268097 @default.
- W2774620275 cites W1973926036 @default.
- W2774620275 cites W1976773068 @default.
- W2774620275 cites W1981970068 @default.
- W2774620275 cites W1982558172 @default.
- W2774620275 cites W1989219708 @default.
- W2774620275 cites W2016590704 @default.
- W2774620275 cites W2028986385 @default.
- W2774620275 cites W2035021579 @default.
- W2774620275 cites W2038167185 @default.
- W2774620275 cites W2039332020 @default.
- W2774620275 cites W2040587409 @default.
- W2774620275 cites W2041573997 @default.
- W2774620275 cites W2041628101 @default.
- W2774620275 cites W2049234737 @default.
- W2774620275 cites W2049585241 @default.
- W2774620275 cites W2053899470 @default.
- W2774620275 cites W2079946604 @default.
- W2774620275 cites W2083476133 @default.
- W2774620275 cites W2089556049 @default.
- W2774620275 cites W2093571522 @default.
- W2774620275 cites W2093573745 @default.
- W2774620275 cites W2096887247 @default.
- W2774620275 cites W2103461979 @default.
- W2774620275 cites W2111053470 @default.
- W2774620275 cites W2111621609 @default.
- W2774620275 cites W2112688502 @default.
- W2774620275 cites W2114859981 @default.
- W2774620275 cites W2117178635 @default.
- W2774620275 cites W2141185104 @default.
- W2774620275 cites W2144570112 @default.
- W2774620275 cites W2144836007 @default.
- W2774620275 cites W2151328719 @default.
- W2774620275 cites W2161496057 @default.
- W2774620275 cites W2163145634 @default.
- W2774620275 cites W2553992319 @default.
- W2774620275 cites W2602224136 @default.
- W2774620275 cites W3023591372 @default.
- W2774620275 cites W3121239128 @default.
- W2774620275 cites W3121782217 @default.
- W2774620275 cites W3121854183 @default.
- W2774620275 cites W3121940608 @default.
- W2774620275 cites W3121968018 @default.
- W2774620275 cites W3122159869 @default.
- W2774620275 cites W3122179682 @default.
- W2774620275 cites W3122285023 @default.
- W2774620275 cites W3122493854 @default.
- W2774620275 cites W3122512457 @default.
- W2774620275 cites W3122712023 @default.
- W2774620275 cites W3122718005 @default.
- W2774620275 cites W3122758356 @default.
- W2774620275 cites W3123339645 @default.
- W2774620275 cites W3123369983 @default.
- W2774620275 cites W3123403882 @default.
- W2774620275 cites W3123598957 @default.
- W2774620275 cites W3123602744 @default.
- W2774620275 cites W3123708994 @default.
- W2774620275 cites W3123952677 @default.
- W2774620275 cites W3123979895 @default.
- W2774620275 cites W3124049593 @default.
- W2774620275 cites W3124192003 @default.
- W2774620275 cites W3124385368 @default.
- W2774620275 cites W3124405067 @default.
- W2774620275 cites W3124431622 @default.
- W2774620275 cites W3124438330 @default.
- W2774620275 cites W3124485385 @default.
- W2774620275 cites W3124690764 @default.
- W2774620275 cites W3124837614 @default.
- W2774620275 cites W3125496742 @default.
- W2774620275 cites W3125648671 @default.
- W2774620275 cites W3125712837 @default.
- W2774620275 cites W4234492972 @default.
- W2774620275 cites W4247747078 @default.
- W2774620275 doi "https://doi.org/10.1016/j.jimonfin.2019.02.011" @default.
- W2774620275 hasPublicationYear "2019" @default.
- W2774620275 type Work @default.
- W2774620275 sameAs 2774620275 @default.
- W2774620275 citedByCount "13" @default.
- W2774620275 countsByYear W27746202752019 @default.
- W2774620275 countsByYear W27746202752020 @default.
- W2774620275 countsByYear W27746202752021 @default.
- W2774620275 countsByYear W27746202752022 @default.
- W2774620275 countsByYear W27746202752023 @default.
- W2774620275 crossrefType "journal-article" @default.
- W2774620275 hasAuthorship W2774620275A5003933641 @default.
- W2774620275 hasAuthorship W2774620275A5066671366 @default.