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Gold as a hedge against the dollar

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  • Capie, Forrest
  • Mills, Terence C.
  • Wood, Geoffrey

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  • Capie, Forrest & Mills, Terence C. & Wood, Geoffrey, 2005. "Gold as a hedge against the dollar," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(4), pages 343-352, October.
    • Handle: RePEc:eee:intfin:v:15:y:2005:i:4:p:343-352
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    References listed on IDEAS

    as
    1. Hugh Rockoff, 1984. "Some Evidence on the Real Price of Gold, Its Costs of Production, and Commodity Prices," NBER Chapters, in: A Retrospective on the Classical Gold Standard, 1821-1931, pages 613-650, National Bureau of Economic Research, Inc.
    2. Barro, Robert J, 1979. "Money and the Price Level under the Gold Standard," Economic Journal, Royal Economic Society, vol. 89(353), pages 13-33, March.
    3. Allayannis, George & Ofek, Eli, 2001. "Exchange rate exposure, hedging, and the use of foreign currency derivatives," Journal of International Money and Finance, Elsevier, vol. 20(2), pages 273-296, April.
    4. Mills, Terence C., 2004. "Statistical analysis of daily gold price data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 338(3), pages 559-566.
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