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    • The Gold Price in Times of Crisis 

      Bialkowski, J.; Bohl, M.T.; Stephan, P.M.; Wisniewski, T. (University of Canterbury. Department of Economics and Finance, 2014)
      Motivated by the recent gold price boom, this paper examines whether an asset bubble exists in the gold market. We approximate gold's fundamental value using several econometric models and apply a Markov regime-switching ...