The financial economics of gold—A survey
We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …
including the papers in this special issue of International Review of Financial Analysis to …
Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling
Gold is usually regarded as having the potential to hedge or to act as a safe haven in the
financial market. Does this follow onto the oil market and if so at what frequencies and to …
financial market. Does this follow onto the oil market and if so at what frequencies and to …
Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic
MM Elgammal, WMA Ahmed, A Alshami - Resources Policy, 2021 - Elsevier
This study sets out to provide fresh evidence on the dynamic interrelationships, at both
return and volatility levels, between global equity, gold, and energy markets prior to and …
return and volatility levels, between global equity, gold, and energy markets prior to and …
Can gold hedge the risk of fear sentiments?
This paper investigates the interaction between fear sentiments and gold price (GP) by
utilising the full-sample and sub-sample rolling-window bootstrap causality tests. It can be …
utilising the full-sample and sub-sample rolling-window bootstrap causality tests. It can be …
Dynamic association of economic policy uncertainty with oil, stock and gold: a wavelet-based approach
Purpose This research unfolds a holistic association between economic policy uncertainty
(EPU) and three important markets (oil, stock and gold) in the Indian context. To do same …
(EPU) and three important markets (oil, stock and gold) in the Indian context. To do same …
[HTML][HTML] Gold's hedging and safe haven properties for European stock and bond markets
Most portfolio managers and risk managers strive to pick assets that lead to efficient financial
risk mitigation; among them, gold stands out. This paper provides new insights into the role …
risk mitigation; among them, gold stands out. This paper provides new insights into the role …
Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries
This study addresses whether gold exhibits the function of a hedge or safe haven as often
referred to in academia. It contributes to the existing literature by (i) revisiting this question …
referred to in academia. It contributes to the existing literature by (i) revisiting this question …
Testing for causality between the gold return and stock market performance: evidence for 'gold investment in case of emergency'
T Miyazaki, S Hamori - Applied financial economics, 2013 - Taylor & Francis
This article investigates the causal relationships between gold and stock market
performance or uncertainty by employing nonuniform weighting cross-correlations. In our …
performance or uncertainty by employing nonuniform weighting cross-correlations. In our …
Predictability of risk appetite in Turkey: Local versus global factors
We examine the impacts of four local and five global factors on the risk appetite in Turkey
using weekly data for the period 2008–2022. There are significant causal effects of both …
using weekly data for the period 2008–2022. There are significant causal effects of both …
[PDF][PDF] Determinant of Indonesian Stock Market's Volatility During the Covid-19 Pandemic
RR Ainine Devara Nugroho - Jurnal Keuangan Dan Perbankan, 2021 - academia.edu
The aim of this study is to examine variables that influenced the Jakarta Composite Index
(JCI) volatility during the outbreak of COVID-19. The independent variables that are used …
(JCI) volatility during the outbreak of COVID-19. The independent variables that are used …