The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach

Publisher: John Wiley & Sons Inc

E-ISSN: 1096-9934|38|3|413-422

ISSN: 0270-7314

Source: THE JOURNAL OF FUTURES MARKETS, Vol.38, Iss.3, 2018-03, pp. : 413-422

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Abstract