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- Title
EFEKTYWNOŚĆ KRÓTKOTERMINOWYCH INWESTYCJI W ZŁOTO.
- Authors
Salamaga, Marcin
- Abstract
There is a common belief that investment in gold generates income primarily in the long term. Investment in the precious metal that occurs in the market in the form of gold bars or bullion coins is considered to be particularly safe in times of economic or political crises or even military conflicts. The question is whether and to what extent investment in gold can be profitable in the short term? This paper can be seen as an attempt to answer this question. This article aims to examine whether the technical trading rules are effective in the study of gold prices. The Trading Range Break (TRB) rules were taken into consideration in the research. The results will allow to identify the distributions of conditional return on the investment in gold. The use of statistical tests and bootstrap simulation method allows to investigate the effectiveness of the analyzed investment strategies.
- Publication
Research Papers of the Wroclaw University of Economics / Prace Naukowe Uniwersytetu Ekonomicznego we Wroclawiu, 2014, Issue 371, p278
- ISSN
1899-3192
- Publication type
Academic Journal
- DOI
10.15611/pn.2014.371.24