Volatility & Relationship of Gold & Gold ETF in India

Volatility & Relationship of Gold & Gold ETF in India

Article ID

EZ3E1

Volatility & Relationship of Gold & Gold ETF in India

Mr. Ram Raj G Loyola College

DOI

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Abstract

This research article was intended to estimate the volatility and connection between real Gold and Gold Exchange Traded Fund (ETF) in India by using various statistical models. The data for the study period for three years period 2015-2018 acquired from the National Stock Exchange of India’s historical statistics and others. The outcome of this study was found that there are a strong positive short-run relationship and long-run equilibrium relation between gold and Gold ETFs. It is unidirectional, and few bidirectional causes and relationship existed in this study. This Study is fit to be analyzed GARCH model to estimate volatility in the Gold price returns; it shows there persist the volatility effect. This study will be helpful to investors in the selection of better investment options.

Volatility & Relationship of Gold & Gold ETF in India

This research article was intended to estimate the volatility and connection between real Gold and Gold Exchange Traded Fund (ETF) in India by using various statistical models. The data for the study period for three years period 2015-2018 acquired from the National Stock Exchange of India’s historical statistics and others. The outcome of this study was found that there are a strong positive short-run relationship and long-run equilibrium relation between gold and Gold ETFs. It is unidirectional, and few bidirectional causes and relationship existed in this study. This Study is fit to be analyzed GARCH model to estimate volatility in the Gold price returns; it shows there persist the volatility effect. This study will be helpful to investors in the selection of better investment options.

Authors

Mr. Ram Raj G Loyola College

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How to Cite

Mr. Ram Raj G. 1970. “. Global Journal of Management and Business Research – B: Economic & Commerce GJMBR-B Volume 19 (GJMBR Volume 19 Issue B3): .

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Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

GJMBR Volume 19 Issue B3
Pg. 39- 44

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Classification

GJMBR-B Classification: JEL Code: O10

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Article Matrices

Total Score: 100

Country: India

Subject: Global Journal of Management and Business Research - B: Economic & Commerce

Authors: (PhD/Dr. count: 0)

View Count (all-time): 110

Total Views (Real + Logic): 20856

Total Downloads (simulated): 10966

Publish Date: 1970 01, Thu

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