Volume : II, Issue : VIII, August - 2013

A Study on Impact of Price Behaviour of Commodity Gold and Gold ETF

K. S. Nemavathi, Dr. V. R Nedunchezhian

Abstract :

The study looks after the rise of gold market in India. The future of the Gold and Gold price movements are determined by the perception of gold as a `store of value\' rather than its fundamentals as a commodity. The precious metal\'s value is also determined by such factors as inflation, interest rates and the presence of lucrative alternative investment avenues in the economy. Many investors realize that the Commodity market is a volatile place to invest their money. Movement of volatility helps to identify tops and bottoms of the market.. The study was conducted by taking the gold price in commodity market and Gold ETF. The analysis is based on employing both EGARCH model and ADF Unit root test. This analysis shows the volatility and performance of selected product. It explain that how volatility affects investors returns and how to take advantage of it.

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Article: Download PDF   DOI : 10.36106/ijsr  

Cite This Article:

K.S.Nemavathi, Dr. V.R Nedunchezhian A Study on Impact of Price Behaviour of Commodity Gold and Gold ETF International Journal of Scientific Research, Vol : 2, Issue : 8 August 2013

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