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Determinants of the physical demand for gold: Evidence from panel data

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Author Info
Martha Starr () (Department of Economics, American University)
Ky Tran

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Abstract

Although the role of gold in the world economy has declined since the gold standard was abandoned, it remains important as a central bank reserve, a hedge against risks, a barometer of geopolitical uncertainty, and an input for jewelry. While portfolio demand for gold has been well studied, determinants of physical demand are less understood. Certain emerging-market countries like China and India import substantial amounts of gold, with several factors that may contribute: low financial development, need for precautionary savings, and/or strong cultural valuation of gold itself. This paper uses panel data on gold imports of 21 countries to examine determinants of physical demand. We find that determinants of physical demand differ from those of portfolio demand, and that they differ between the developed and developing worlds.

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File URL: http://www.american.edu/academic.depts/cas/econ/workingpapers/2007-09.pdf
File Format: application/pdf
File Function: First version, 2007
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Publisher Info
Paper provided by American University, Department of Economics in its series Working Papers with number 2007-09.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 25 pages
Date of creation: Jul 2007
Date of revision:
Handle: RePEc:amu:wpaper:0907

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Web page: http://www.american.edu/cas/economics/

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Related research
Keywords: Physical gold demand; investment; savings; precautionary wealth;

Other versions of this item:

Find related papers by JEL classification:
O16 - Economic Development, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment
E21 - Macroeconomics and Monetary Economics - - Macroeconomics: Consumption, Saving, Production, Employment, and Investment - - - Consumption; Saving; Wealth
G15 - Financial Economics - - General Financial Markets - - - International Financial Markets

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This page was last updated on 2009-11-23.


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