Abstract:Gold price has been subjected to volatility clustering since the abolishment of the gold standard in August 1971. While there are myriad studies focused on developed economies, studies on the pattern of volatility in gold especially under the context of small open economy of Malaysia are still lacking. Attempting to fill in the gap, this study provides insight into the trend of gold price volatility as well as to examine the time variant nature of gold volatility surrounding the US subprime crisis. This study … Show more
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