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 …

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 …

This paper examines the time–frequency connectedness between major precious metals
markets (gold, palladium, platinum and silver) and their importer and exporter countries' …

Geopolitical uncertainty creates huge pressure on financial markets, forcing decision-
makers and investors to analyze risks and manage their investment portfolios. Against this …

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 …

We investigate the dynamic behaviour of conditional correlations between the US market,
gold and two gold financial proxies using a multivariate dynamic conditional correlation …

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 …

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 …

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 …

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 …