Is gold the best hedge and a safe haven under changing stock market volatility?
We evaluate the role of gold and other precious metals relative to volatility (Volatility Index
(VIX)) as a hedge (negatively correlated with stocks) and safe haven (negatively correlated …
(VIX)) as a hedge (negatively correlated with stocks) and safe haven (negatively correlated …
Black swan events and safe havens: The role of gold in globally integrated emerging markets
There is evidence to suggest that gold acts as both a hedge and a safe haven for equity
markets over recent years, and particularly during crises periods. Our work extends the …
markets over recent years, and particularly during crises periods. Our work extends the …
Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters
This paper examines the time–frequency connectedness between major precious metals
markets (gold, palladium, platinum and silver) and their importer and exporter countries' …
markets (gold, palladium, platinum and silver) and their importer and exporter countries' …
Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets
L Xu, T Kinkyo - Journal of International Financial Markets, Institutions …, 2023 - Elsevier
Geopolitical uncertainty creates huge pressure on financial markets, forcing decision-
makers and investors to analyze risks and manage their investment portfolios. Against this …
makers and investors to analyze risks and manage their investment portfolios. Against this …
Will precious metals shine? A market efficiency perspective
A Charles, O Darné, JH Kim - International Review of Financial Analysis, 2015 - Elsevier
Precious metals (gold, silver, and platinum) have become an important part of investment
portfolios for individuals as well as for institutions. This paper examines the weak-form …
portfolios for individuals as well as for institutions. This paper examines the weak-form …
When times get tough, gold is golden
N Areal, B Oliveira, R Sampaio - The European Journal of Finance, 2015 - Taylor & Francis
We investigate the dynamic behaviour of conditional correlations between the US market,
gold and two gold financial proxies using a multivariate dynamic conditional correlation …
gold and two gold financial proxies using a multivariate dynamic conditional correlation …
Do employees' salaries and board of director's remuneration impact gold demand?: An empirical study
This study discuss the relation between gold demands and employees' salaries. It also
examines the linkages between the board of director's remuneration and gold demands. We …
examines the linkages between the board of director's remuneration and gold demands. We …
The main gold price determinants and the forecast of gold price future trends
L Gaspareniene, R Remeikiene… - Economics & …, 2018 - search.proquest.com
Abstract During the World War I, most of the countries stopped coin production and began
converting paper money into gold. Various forms of exchange were later abolished during …
converting paper money into gold. Various forms of exchange were later abolished during …
[PDF][PDF] Volatility modeling and forecasting of Istanbul gold exchange (IGE)
GH Gencer, Z Musoglu - International Journal of Financial …, 2014 - researchgate.net
In this study, we model the volatility dynamics of Istanbul Gold Exchange with several
GARCH models, which incorporate asymmetry and long-range dependence in the …
GARCH models, which incorporate asymmetry and long-range dependence in the …
Nonlinearity between economic indicators and Indian capital market
N Nautiyal, V Kandpal - FIIB Business Review, 2021 - journals.sagepub.com
The current work adds to the present research by exploring the asymmetric impact of gold
prices, interest rates, oil prices and the currency exchange movements in the Indian equity …
prices, interest rates, oil prices and the currency exchange movements in the Indian equity …