Have a personal or library account? Click to login
Is Gold a Hedge Against Turkish Lira? Cover

References

  1. Capie, F., T.C., Mills, and G., Wood, 2005, "Gold as a Hedge Against the Dollar", Journal of International Financial Markets, Institutions and Money 15.10.1016/j.intfin.2004.07.002
  2. Central Bank of the Republic of Turkey http://www.tcmb.gov.tr
  3. Chua, J., G., Stick, and R., Woodward, 1990, "Diversifying with Gold Stocks" Financial Analysts Journal 46.10.2469/faj.v46.n4.76
  4. Ciner, C., 2001, "On the Long-run Relationship Between Gold and Silver: A note", Global Finance Journal 12.10.1016/S1044-0283(01)00034-5
  5. Dickey, D.A., and W.A., Fuller, 1979, "Distribution of the Estimators for Autoregressive Series with a Unit Root", Journal of American Statistical Association 74.10.2307/2286348
  6. Engle, R.F., and C.W., Granger, 1987, "Co-integration and Error Correction: Representation, Estimation, and Testing", Econometrica 55.10.2307/1913236
  7. Garner, C., 1995, "How Useful are Leading Indicators of Inflation", Economic Review, Federal Reserve Bank of Kansas City 80:2.
  8. Ghosh, D.L., E.J., Macmillan, and R.E., Wright, 2002, "Gold as an Inflation Hedge?", University of St. Andrews Discussion Paper Series, Department of Economics, No.21.
  9. Granger, C.W., 1969, "Investigating Causal Relations by Econometric Models and Cross-spectial Methods", Econometrica 37:3.10.2307/1912791
  10. Harmston, S., 1998, "Gold as a Store of Value", World Gold Council, Research Study No.22 http://www.gold.org/value/reserve_asset/index.html
  11. Jaffe, J., 1989, "Gold and Gold Stocks as Investments for Institutional Portfolios", Financial Analysts Journal 45.10.2469/faj.v45.n2.53
  12. Johansen, S., 1988, "Statistical Analysis of Cointegration Vectors", Journal of Economic Dynamics and Control 12:2.10.1016/0165-1889(88)90041-3
  13. Kitchen, J., 1996, "Domestic and International Financial Market Responses to Federal Deficit Announcements", Journal of International Money and Finance 15.10.1016/0261-5606(96)00003-4
  14. Laurent, R.D., 1994, "Is There a Role for Gold in Monetary Policy?", Economic Perspectives, The Federal Reserve Bank of Chicago 18:2.
  15. Levin, E.R., and R.E., Wright, 2006, "Short-run and Long-run Determinants of the Price of Gold", World Gold Council, Research Study No.32 http://www.gold.org/value/reserve_asset/index.html
  16. Lucey, B., and E., Tully, 2006, "Seasonality, Risk and Return in Daily Comex Gold and Silver 1980 - 2002", Applied Financial Economics 16.10.1080/09603100500386586
  17. Mahdavi, S., and S., Zhou, 1997, "Gold and Commodity Prices as Leading Indicators of Inflation: Tests of Long-Run Relationship and Predictive Performance", Journal of Economics and Business 49.10.1016/S0148-6195(97)00034-9
  18. Michaud, R., R., Michaud, and K., Pulvermacher, 2006, "Gold as a Strategic Asset", World Gold Council http://www.gold.org/value/stats/research/index.html
  19. Phillips, P.C.B., and P., Peron, 1988, "Testing for a Unit Root in Time Series Regression", Biometrika 75.10.1093/biomet/75.2.335
  20. Ranson, D., and H.C., Wainright, 2005, "Why Gold, not Oil, is the Superior Predictor of Inflation", Gold Report, World Gold Council, November.
  21. Sherman, E., 1986, Gold Investment:Theory and Application, New York, Prentice Hall.
  22. Tandon, K., and T., Urich, 1987, "International Market Response to Announcements of US Macroeconomic Data", Journal of International Money and Finance 6.10.1016/0261-5606(87)90014-3
  23. The World Gold Council, 2005, "The Value of Gold to Society" http://www.gold.org/pub_archive/index.php?thisDomainID=value&thisSubDomainID=stats
  24. Turkish Statistical Institute http://www.turkstat.gov.tr
Language: English
Page range: 35 - 40
Published on: Apr 14, 2008
Published by: University of Sarajevo
In partnership with: Paradigm Publishing Services
Publication frequency: 2 issues per year

© 2008 Feride Ozturk, Sezgin Acikalin, published by University of Sarajevo
This work is licensed under the Creative Commons License.

Volume 3 (2008): Issue 1 (April 2008)