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Exchange rate, gold price, and stock market nexus: a quantile regression approach
Rizwan Ali
, Inayat Ullah Mangla
,
Ramiz Ur Rehman
, Wuzhao Xue
, Muhammad Akram Naseem
,
Muhammad Ishfaq Ahmad
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peer-review
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Keyphrases
Daily Data
20%
Exchange Rate
100%
Global Financial Crisis
20%
Gold Mining Stocks
100%
Gold Price
100%
Gold Volatility
20%
Monthly Data
20%
Multivariate GARCH Model
20%
Negative Impact
20%
Pakistan
20%
Price Fluctuation
20%
Quantile Regression Model
100%
Sample Splitting
20%
Stock Market
100%
Stock Market Performance
20%
Stock Market Volatility
20%
Stock Returns
20%
Volatility
20%
Economics, Econometrics and Finance
Capital Market Returns
20%
Emerging Economies
20%
Exchange Rate
100%
Global Financial Crisis
20%
Gold Price
100%
Market Volatility
20%
Price Volatility
20%
Stock Market Performance
20%
United States of America
20%
Volatility
20%