Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Is gold price volatility in India leveraged? Subject The topic of the resource ADF test; Conditional volatility; Gold price; Leverage effect; PGARCH Description An account of the resource This paper examined the presence of leverage effect on the gold price volatility in six major Indian cities using PGARCH model. This study also examined the impact of US gold price return on the volatility of gold price in India. For this study, daily time series data of gold price in six major Indian cities and gold price in the United States over a period of seven years (January 2011 to August 2017) were collected. The results suggest that conditional volatility of gold price in all the six cities in India carries volatility clustering feature. Leverage effect was also found in the gold price volatility of five out of six Indian cities studied. The United States gold returns had a significant influence on the gold price volatility of five out of six Indian cities studied. Hence, the gold price volatility in India is indeed leveraged. Creator An entity primarily responsible for making the resource Natchimuthu N.; Raj G.R.; Angadi H.S. Source A related resource from which the described resource is derived Academy of Accounting and Financial Studies Journal, Vol-21, No. 3 Publisher An entity responsible for making the resource available Allied Business Academies Date A point or period of time associated with an event in the lifecycle of the resource 2017-01-01 Identifier An unambiguous reference to the resource within a given context <a href="" target="_blank" rel="noreferrer noopener"></a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85040947592&amp;partnerID=40&amp;md5=e94c454f49298e4c96690666fc7530e7" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85040947592&amp;partnerID=40&amp;md5=e94c454f49298e4c96690666fc7530e7</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 10963685 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Natchimuthu N., Christ University, India; Raj G.R., Christ University, India; Angadi H.S., Christ University, India