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Table 1 Name and Description of Variables

From: Is gold a safe haven for the dynamic risk of foreign exchange?

Sample countries/Region (code) Australian dollar (AUD) Canadian dollar (CAD) Chinese yuan (CNY) Euro (EUR.) Indian rupee (INR) Japanese yen (JPY) Korean won (KRW) Russian ruble (RUB) Saudi Arabian riyal (SAR) South African rand (ZAR) Swiss franc (CHF) Thai baht (THB.) UAE dirham (AED) U.K. pound (GBP) U.S. dollar (USD)
Gold price index indexed to 01/01/1999 (National Currency Unit per troy ounce) LG_AUD LG_CAD LG_CNY LG_EUR LG_INR LG_JPY LG_KRW LG_RUB LG_SAR LG_ZAR LG_CHF LG_THB LG_AED LG_GBP LG_USD
Currency units per SDR LE_AUD LE_CAD LE_CNY LE_EUR LE_INR LE_JPY LE_KRW LE_RUB LE_SAR LE_ZAR LE_CHF LE_THB LE_AED LE_GBP LE_USD
  1. Data source is AREMOS. Variables are in logarithmic form for empirical analysis