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Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. (2013). lucey, brian ; Gurdgiev, Constantin ; Ciner, Cetin .
In: International Review of Financial Analysis.
RePEc:eee:finana:v:29:y:2013:i:c:p:202-211.

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  1. Hedge and safe haven role of commodities for the US and Chinese equity markets. (2024). Naifar, Nader ; Siddique, Asima ; Mujtaba, Ghulam ; Hussain, Syed Jawad.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2381-2414.

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  2. The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70.

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  3. Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae.
    In: Physica A: Statistical Mechanics and its Applications.
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  4. Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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  5. The gold stock nexus: Assessing the causality dynamics based on advanced multiscale approaches. (2024). Khan, Nasir ; Aloui, Chaker ; Mejri, Sami.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011066.

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  6. Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil.
    In: International Economics.
    RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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  7. Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar.
    In: Global Finance Journal.
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  8. Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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  9. Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756.

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  10. Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Mazouz, Khelifa ; Guan, BO.
    In: Energy Economics.
    RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136.

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  11. Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C.
    In: The North American Journal of Economics and Finance.
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  12. Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens. (2024). Bossman, Ahmed ; Agyei, Samuel Kwaku ; Yang, Junhua ; Marfo-Yiadom, Edward ; Gubareva, Mariya.
    In: The North American Journal of Economics and Finance.
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  13. From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed.
    In: Economic Analysis and Policy.
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  14. Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications. (2024). Guang-XI, Cao ; Mei-Jun, Ling.
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  15. Global factors and the transmission between United States and emerging stock markets. (2023). Farid, Saqib ; Naeem, Muhammad Abubakr ; Taghizadehhesary, Farhad ; Qureshi, Fiza.
    In: International Journal of Finance & Economics.
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  16. An empirical investigation of the impact of spillover dynamics from crude to NSE Nifty Index during and prior to the COVID-19 pandemic period. (2023). Paliwal, Riya ; Shahani, Rakesh.
    In: SN Business & Economics.
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  17. The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis. (2023). Maghyereh, Aktham ; Wtorek, Marcin ; Abdoh, Hussein.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01404-x.

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  18. Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. (2023). Selmi, Refk ; Vo, Xuan Vinh ; Maitra, Debasish ; Mensi, Walid.
    In: Financial Innovation.
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  19. Government Bonds and COVID-19. An International Evaluation Under Different Market States. (2023). Chicharro, Mara ; Martnez-Serna, Mara-Isabel ; Jareo, Francisco.
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  20. Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura.
    In: The Journal of Financial Econometrics.
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  21. Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef.
    In: Computational Economics.
    RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8.

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  22. In Search of Hedges and Safe Havens during the COVID-19 Pandemic: Gold versus Bitcoin, Oil, and Oil Uncertainty. (2023). Boubaker, Sabri ; Makram, B ; Chaibi, A ; Al-Nassar, N S.
    In: Post-Print.
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  23. Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the US Equity Market. (2023). Ahmed, Yousry ; Elamer, Ahmed A ; Godfrey, Christopher ; Abdou, Hussein A ; Abdullah, Muhammad.
    In: JRFM.
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  24. Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model. (2023). Benkraiem, Ramzi ; Bedoui, Rihab ; Kedidi, Islem ; Guesmi, Khaled.
    In: Technological Forecasting and Social Change.
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  25. Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173.

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  26. Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation. (2023). Sensoy, Ahmet ; Goodell, John W ; Ali, Fahad.
    In: International Review of Economics & Finance.
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  27. In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332.

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  28. Gold and crude oil: A time-varying causality across various market conditions. (2023). Bouri, Elie ; Raggad, Bechir.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009844.

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  29. Golds hedging and safe haven properties for European stock and bond markets. (2023). Laureano, Luis ; Curto, Jose Dias ; de Carvalho, Paulo Viegas ; Vieira, Duarte Saldanha.
    In: Resources Policy.
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  30. Risk connectedness between crude oil, gold and exchange rates in China: Implications of the COVID-19 pandemic. (2023). Wang, LI ; Qu, Fang ; Ma, Xueke ; Xu, Lei.
    In: Resources Policy.
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  31. Linear and nonlinear asymmetric relationship in crude oil, gold, stock market and exchange rates: An evidence from the UAE. (2023). Ray, Subhajyoti.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003446.

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  32. On the similarities between precious metals, precious metal stocks and equities – International evidence for gold and silver. (2023). Dar, Arif ; Bhanja, Niyati ; Paul, Manas.
    In: Resources Policy.
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  33. Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Mensi, Walid ; Hanif, Waqas ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Bensaida, Ahmed ; Vo, Xuan Vinh.
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  34. Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon.
    In: Resources Policy.
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  35. Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134.

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  36. Determinants and dynamic interactions of trader positions in the gold futures market. (2023). Mo, Wan-Shin ; Chen, Yu-Lun.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000338.

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  37. Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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  38. Gold-mining stocks, risk factors, and tail patterns. (2023). , James ; Cai, Jun ; Qin, Yiyi ; Webb, Robert I.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000914.

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  39. Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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  40. Gold as international reserves: A barbarous relic no more?. (2023). Eichengreen, Barry ; Arslanalp, Serkan ; Simpson-Bell, Chima.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:145:y:2023:i:c:s0022199623001083.

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  41. The road less travelled: GameFi as a hedge or a safe haven for international indices. (2023). Shen, Dehua ; Bo, Congcong.
    In: Finance Research Letters.
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  42. Geopolitical threats, equity returns, and optimal hedging. (2023). Hasan, Mohammad Nurul ; Anik, Kaysul Islam ; Mahmood, Syed Riaz ; Kamal, Md Rajib.
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  43. Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao.
    In: International Review of Financial Analysis.
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  44. CBDC uncertainty: Financial market implications. (2023). Dunbar, Kwamie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001230.

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  45. The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei.
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  46. Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan.
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  47. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad.
    In: Energy Economics.
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  48. Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid.
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  49. Searching hedging instruments against diverse global risks and uncertainties. (2023). Rafia, Humaira Tahsin ; Gider, Zeynullah ; Hassan, Kabir M ; Hasan, Md Bokhtiar ; Rashid, Mamunur.
    In: The North American Journal of Economics and Finance.
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  50. Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-06-14.

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  51. Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng.
    In: Cardiff Economics Working Papers.
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  52. Are cryptocurrencies connected to gold? A wavelet?based quantile?in?quantile approach. (2022). Odei-Mensah, Jones ; Kumah, Seyram Pearl.
    In: International Journal of Finance & Economics.
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  53. Dynamic relationship among the bank stability, oil, and gold prices: Evidence from the Islamic banks operating in the Gulf Cooperation Council countries. (2022). Bekta, Eralp ; Elbadri, Marei.
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  54. Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets. (2022). Manzli, Yasmine Snene ; Frikha, Wajdi ; Ghorbel, Achraf.
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  55. The links between gold, oil prices and Islamic stock markets in a regime switching environment. (2022). Chkili, Walid.
    In: Eurasian Economic Review.
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  56. Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices. (2022). Vo, Xuan Vinh ; Lukman, Adewale F ; Yaya, Olaoluwa A.
    In: MPRA Paper.
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  57. Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?. (2022). Perry, Sadorsky ; Abul, Basher Syed.
    In: MPRA Paper.
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  58. Economic drivers of volatility and correlation in precious metal markets. (2022). Walther, Thomas ; Nguyen, Khuong ; Goutte, Stephane ; Dinh, Theu.
    In: Working Papers.
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  59. The Dynamic Spillover between Renewable Energy, Crude Oil and Carbon Market: New Evidence from Time and Frequency Domains. (2022). Li, Xiyu ; Nie, Dan ; Zhang, Feng ; Zhou, Xuejiao.
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  60. Do economic crises cause trading in Bitcoin?. (2022). Zhao, Jinsha.
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  61. The Effects of Central Bank Digital Currencies News on Financial Markets. (2022). Yarovaya, Larisa ; Vigne, Samuel A ; Lucey, Brian M ; Wang, Yizhi.
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  62. Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions. (2022). Just, Magorzata ; Echaust, Krzysztof.
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  63. Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold. (2022). Chen, Jinyu ; Duan, Kun ; Wang, Rui ; Ren, Xiaohang.
    In: Research in International Business and Finance.
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  64. On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach. (2022). Aloui, Chaker ; Ahmed, Maiyra ; Raza, Syed Ali.
    In: Research in International Business and Finance.
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  65. Safe haven assets for international stock markets: A regime-switching factor copula approach. (2022). Tachibana, Minoru.
    In: Research in International Business and Finance.
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  66. COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies. (2022). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel.
    In: Research in International Business and Finance.
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  67. Investor sentiment spillover effect and market quality in crude oil futures. (2022). Chang, Ya-Kai ; Mo, Wan-Shin ; Chen, Yu-Lun.
    In: International Review of Economics & Finance.
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  68. Gold, silver, and the US dollar as harbingers of financial calm and distress. (2022). Gillman, Max ; Cevik, Emrah I ; Dibooglu, Sel.
    In: The Quarterly Review of Economics and Finance.
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  69. Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets. (2022). Yoon, Seong-Min ; Kang, Sanghoon ; Troster, Victor ; Hernandez, Jose Areola ; Hanif, Waqas.
    In: Pacific-Basin Finance Journal.
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  70. Search for safe havens and resilience to global financial volatility: Response of GCC equity indexes to GFC and Covid-19. (2022). Choudhury, Tonmoy ; Djajadikerta, Hadrian Geri ; Kamran, Muhammad ; Hassan, Kabir M.
    In: Pacific-Basin Finance Journal.
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  71. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Al Ajlouni, Ahmed ; Chaibi, Anis ; Beljid, Makram ; Yousaf, Imran.
    In: Pacific-Basin Finance Journal.
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  72. Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices. (2022). Maghyereh, Aktham ; Virk, Nader S ; Awartani, Basel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005517.

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  73. Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach. (2022). Zuo, Xuguang ; Huang, Jiaxin ; Zhang, Hongwei ; Niu, Zibo ; Zhu, Xuehong.
    In: Resources Policy.
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  74. Persistence and volatility spillovers of bitcoin price to gold and silver prices. (2022). YAYA, OLAOLUWA ; Vo, Xuan Vinh ; Lukman, Adewale F.
    In: Resources Policy.
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  75. Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model. (2022). Ertugrul, Hasan ; Erturul, Hasan Murat ; Esen, Omer ; Yildirim, Durmu Ari.
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  76. Spillover effects between commodity and stock markets: A SDSES approach. (2022). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura.
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  77. Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?. (2022). Kamal, Javed Bin ; Wohar, Mark.
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  78. Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Ali, Sajid ; Raza, Naveed ; Vo, Xuan Vinh ; Le, Van.
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  79. The importance of distinguishing between precious and industrial metals when investing in mining stocks. (2022). Lazzarino, Marco ; Berrill, Jenny ; Evi, Aleksandar.
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  80. Precious metals as hedge and safe haven for African stock markets. (2022). Hussain, Syed Jawad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr ; Agyemang, Abraham.
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  81. Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period. (2022). Azimli, Asil.
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  82. The relationship between global stock and precious metals under Covid-19 and happiness perspectives. (2022). Quc, Nguyn Khc ; Vn, LE.
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  83. The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach. (2022). Canepa, Alessandra ; Alqaralleh, Huthaifa.
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  84. Intrinsic decompositions in gold forecasting. (2022). Plakandaras, Vasilios ; Ji, Qiang.
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  85. The commodities/equities beta term-structure. (2022). Oglend, Atle.
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  86. Economic drivers of volatility and correlation in precious metal markets. (2022). Nguyen, Duc Khuong ; Goutte, Stéphane ; Walther, Thomas ; Dinh, Theu.
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  87. Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling. (2022). Huang, Shupei ; Lucey, Brian ; Wang, Xinya.
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  88. Gold as a financial instrument. (2022). Tan, David ; Shi, Shuping ; Gomis-Porqueras, Pedro.
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  89. Safe havens in Islamic financial markets: COVID-19 versus GFC. (2022). Choudhury, Tonmoy ; Djajadikerta, Hadrian Geri ; Hassan, Kabir M ; Kamran, Muhammad.
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  90. Do precious metals hedge crude oil volatility jumps?. (2022). Basu, Sankarshan ; Kumar, Surya Bhushan ; Bhatia, Vaneet ; Das, Debojyoti.
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  91. Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect. (2022). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng.
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  92. Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?. (2022). Ren, Xiaohang ; Tong, XI ; Wen, Fenghua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000898.

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  93. Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. (2022). Downing, Gareth ; Semeyutin, Artur.
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  94. The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei.
    In: Energy.
    RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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  95. Safe haven properties of green, Islamic, and crypto assets and investors proclivity towards treasury and gold. (2022). Umar, Muhammad ; Mirza, Nawazish ; Naqvi, Bushra ; Abbas, Syed Kumail.
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  96. The dual shocks of the COVID-19 and the oil price collapse: A spark or a setback for the circular economy?. (2022). Sousa, Ricardo ; Selmi, Refk ; kasmaoui, kamal ; Errami, Youssef ; Hammoudeh, Shawkat.
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  97. Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr.
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  98. Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros.
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  99. Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Koutsokostas, Drosos ; Dokas, Ioannis ; Papathanasiou, Spyros.
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  100. Hedging local currency risk with precious metals. (2022). Kunkler, Michael.
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  101. The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”. (2022). GENG, Xueqing ; Guo, Kun ; Wang, Yijing.
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  102. Dynamic dependence and hedging strategies in BRICS stock markets with oil during crises. (2022). ben Larbi, Ons ; Boubaker, Heni.
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  103. A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian.
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  104. Analysis of Precious Metal Price Movements Using Long Memory Model and Fuzzy Time Series Markov Chain. (2022). Afrimayani, Afrimayani ; Yollanda, Mutia ; Devianto, Dodi ; Arif, Erman.
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  105. Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham.
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  107. Who leads in intraday gold price discovery and volatility connectedness: Spot, futures, or exchange?traded fund?. (2021). Diesting, Florent ; Sobti, Neharika ; Sehgal, Sanjay.
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  108. Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime?switching GARCH?MIDAS models. (2021). Chevallier, Julien ; Ma, Feng ; Wang, LU ; Lu, Xinjie.
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  109. Oil and currency volatilities: Co?movements and hedging opportunities. (2021). Degiannakis, Stavros ; Filis, George ; Olstad, Aleksander.
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  110. Time?dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN. (2021). Wen, Fenghua ; Peng, Qing ; Gong, XU.
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  111. Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach. (2021). Panagiotou, Dimitrios.
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  112. Investigating the nexus between European major and sectoral stock indices, gold and oil during the COVID-19 pandemic. (2021). Kyriazis, Ikolaos A.
    In: SN Business & Economics.
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  113. Co-movement and return spillover: evidence from Bitcoin and traditional assets. (2021). Wu, Shan.
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  114. Is gold a useful hedge against inflation across multiple time horizons?. (2021). Xu, Yingying ; Ortiz, Jaime ; Su, Chi-Wei.
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  115. Hedging the risk of travel and leisure stocks: The role of crude oil. (2021). Jalkh, Naji ; Bouri, Elie ; Dutta, Anupam ; Vo, Xuan Vinh.
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  116. Gold and Government Bonds as Safe-Haven Assets Against Stock Market Turbulence in China. (2021). Chang, Meng-Shiuh ; Huang, Wei.
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  117. Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Salisu, Afees ; Raheem, Ibrahim ; Vo, Xuan.
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  118. Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach. (2021). Tehrani, Reza ; Ariannejad, Aghil.
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  119. The impact of the Brexit vote on UK financial markets: a synthetic control method approach. (2021). Opatrny, Matej.
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    RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09481-7.

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  120. Gold Against the Machine. (2021). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis.
    In: Computational Economics.
    RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10019-z.

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  121. From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Dowling, Michael ; Jalan, Akanksha ; Matkovskyy, Roman ; Bouraoui, Taoufik.
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  122. Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches. (2021). Belkacem, Lotfi ; de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa.
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  123. Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?. (2021). Manuj, Hemant.
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  124. Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach. (2021). Al-Mohamad, Somar ; Rashid, Audil ; Bakry, Walid ; El-Kanj, Nasser.
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  125. Risk Spillover during the COVID-19 Global Pandemic and Portfolio Management. (2021). Bouzgarrou, Houssam ; Dhaoui, Abderrazak ; Yousfi, Mohamed.
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  126. Predicting Gold and Silver Price Direction Using Tree-Based Classifiers. (2021). Sadorsky, Perry.
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  127. Financial Crises, Macroeconomic Variables, and Long-Run Risk: An Econometric Analysis of Stock Returns Correlations (2000 to 2019). (2021). Tronzano, Marco.
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  128. Identifying the Role of Gold on Sustainable Investment in Indonesia: The DCC-GARCH Approach. (2021). Huruta, Andrian Dolfriandra ; Nugroho, Bayu Adi ; Robiyanto, Robiyanto ; Suyanto, Suyanto ; Frensidy, Budi.
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  129. Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkeys monetary policy measures with selected determinants. (2021). Depren, Serpil Kili ; Kartal, Mustafa Tevfik.
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  130. Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves. (2021). Ben Cheikh, Nidhaleddine ; Yousfi, Mohamed ; Bouzgarrou, Houssem ; ben Lahouel, Bechir ; ben Zaied, Younes .
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  131. Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. (2021). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Le, Tn-Lan.
    In: Technological Forecasting and Social Change.
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  132. In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa.
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  133. Did COVID-19 change spillover patterns between Fintech and other asset classes?. (2021). Nasir, Muhammad Ali ; Yarovaya, Larisa ; Le, Lan-Tn.
    In: Research in International Business and Finance.
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  134. Gold and US sectoral stocks during COVID-19 pandemic. (2021). Salisu, Afees ; Lucey, Brian ; Vo, Xuan Vinh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000453.

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  135. Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management. (2021). Tiwari, Aviral ; Gözgör, Giray ; Hammoudeh, Shawkat ; Gozgor, Giray ; Trabelsi, Nader.
    In: Research in International Business and Finance.
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  136. Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold. (2021). BenSaïda, Ahmed ; Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma ; Tayachi, Tahar.
    In: The Quarterly Review of Economics and Finance.
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  137. Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications. (2021). Wang, Yudong ; Wen, Danyan.
    In: Resources Policy.
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  138. Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic. (2021). Alshami, Abdullah ; Elgammal, Mohammed M.
    In: Resources Policy.
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  139. Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers. (2021). Dar, Arif ; Shah, Adil Ahmad.
    In: Resources Policy.
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  140. Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach. (2021). Saidat, Zaid ; Matar, Ali ; Mensi, Walid ; Alomari, Mohammad ; al Rababa, Abdel Razzaq.
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  141. Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid.
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  142. Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel.
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  143. Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches. (2021). Belkacem, Lotfi ; de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa.
    In: Resources Policy.
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  144. How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson A ; Fasanya, Ismail O ; Agbatogun, Taofeek ; Adekoya, Oluwasegun B.
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  145. The financial impacts of jump processes in the crude oil price: Evidence from G20 countries in the pre- and post-COVID-19. (2021). Selmi, Refk ; Alqahtani, Abdullah ; Hongbing, Ouyang.
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  146. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr.
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  147. How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O.
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  148. How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?. (2021). Sakurai, Yuji.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000706.

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  149. Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159.

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  150. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Khan, Muhammad A ; Adekoya, Oluwasegun B ; Oliyide, Johnson A.
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    RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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  151. Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China. (2021). Zou, Gaofeng ; Xiong, Xiong ; Wang, Meng ; Zhang, Yongjie.
    In: Finance Research Letters.
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  152. Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos.
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  153. Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung Xuan ; Le, Trung Hai.
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  154. From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Matkovskyy, Roman ; Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha.
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  155. International review of financial analysis: A retrospective evaluation between 1992 and 2020. (2021). Sharma, Anuj ; Goyal, Kirti ; Kumar, Satish ; Baker, Kent H.
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  156. Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model. (2021). Lang, Kun ; Tian, Hao ; Pei, Hongxia ; Long, Shaobo.
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  157. The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?. (2021). Yang, Lu ; Hamori, Shigeyuki.
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  158. Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie.
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  159. Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim.
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  160. Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs. (2021). McIver, Ronald ; Sadorsky, Perry ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Kang, Sang Hoon.
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  161. Hedging stocks with oil. (2021). Wagner, Niklas F ; Szilagyi, Peter G ; Kinateder, Harald ; Batten, Jonathan A.
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  162. Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian.
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  163. Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot.
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  164. The golden hedge: From global financial crisis to global pandemic. (2021). Tao, Ran.
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  165. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD.
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  166. The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang.
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  171. Brave New World? Bitcoin is not the New Gold: Understanding Cryptocurrency Price Dynamics. (2020). Choi, Sangyup ; Shin, Junhyeok.
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  172. Determinants of gold price movements:An empirical investigation in the presence of mutliple structural breaks. (2020). Odhiambo, Nicholas ; Chirwa, Themba.
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  173. Gold Prices Volatility among Major Events and During the Current COVID-19 Outbreak. (2020). Badkook, Roaa Osama ; Lamouchi, Rim Ammar.
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  174. Gold market price spillover between COMEX, LBMA and SGE. (2020). Qian, Xinyi.
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  175. Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities. (2020). Huruta, Andrian Dolfriandra ; Handriani, Eka ; Nugroho, Bayu Adi ; Robiyanto, Robiyanto.
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  176. How does gold and oil price volatility affect Turkish financial markets?. (2020). Satici, Hande Kilic ; Oner, Hakan.
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  177. Gold as a Financial Instrument. (2020). Gomis-Porqueras, Pedro ; Tan, David ; Shi, Shuping.
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  178. Does Gold Act as a Hedge or a Safe Haven? Evidence from Pakistan. (2020). Hayat, Zafar ; Ahmed, Pervez ; Oad, Suresh Kumar ; Chang, Bisharat Hussain.
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  179. Financial instability and oil price fluctuations: evidence from oil exporting developing countries. (2020). PORCHER, Thomas ; Brahim, Khaled Guesmi.
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  180. Safe-Haven Assets, Financial Crises, and Macroeconomic Variables: Evidence from the Last Two Decades (2000–2018). (2020). Tronzano, Marco.
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  181. Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies. (2020). Shahzad, Syed Jawad Hussain ; Naeem, Muhammad Abubakr ; Liu, Changyu ; Hussain, Syed Jawad ; Farid, Saqib ; Ur, Mobeen.
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  182. Hedging Strategies of Green Assets against Dirty Energy Assets. (2020). Tran, Khoa ; Bouri, Elie ; Saeed, Tareq.
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  183. Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets. (2020). Potrykus, Marcin ; Kubiszewska, Katarzyna.
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  184. Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution?. (2020). Nasir, Muhammad ; Duc, Toan Luu ; Thampanya, Natthinee.
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  185. The effect of global and regional stock market shocks on safe haven assets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Wohar, Mark E.
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  186. Modelling the asymmetric linkages between spot gold prices and African stocks. (2020). Owusu Junior, Peterson ; Tweneboah, George ; Kumah, Seyram Pearl .
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  187. Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?. (2020). Ma, Xin-Yu ; Wang, Gang-Jin ; Wu, Hao-Yu.
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  188. Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa.
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  189. Cryptocurrencies as hedges and safe-havens for US equity sectors. (2020). Hussain, Syed Jawad ; Bouri, Elie ; Roubaud, David.
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  190. Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr.
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  191. Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M.
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  192. Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?. (2020). Wang, Yudong ; Zhang, Yaojie ; Ma, Chaoqun ; Wen, Danyan.
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  193. Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Youssef, Manel ; Hammoudeh, Shawkat ; Mokni, Khaled.
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  194. Determinants of gold price movements: An empirical investigation in the presence of multiple structural breaks. (2020). Chirwa, Themba ; Odhiambo, Nicholas M.
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  195. COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin. (2020). Vo, Xuan Vinh ; Jana, RK ; Das, Debojyoti ; Dutta, Anupam.
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  196. Deep belief network for gold price forecasting. (2020). Ci, Bicong ; Zhang, Pinyi.
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  197. Are commodity prices good predictors of inflation? The African perspective. (2020). Fasanya, Ismail ; Awodimila, Crystal P.
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  198. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim.
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  199. The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications. (2020). Bonga-Bonga, Lumengo ; Morema, Kgotso.
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  200. Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory. (2020). Guesmi, Khaled ; Chevallier, Julien ; Majdoub, Najemeddine ; Bedoui, Rihab ; Nguyen, Quynh Nga.
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  201. Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris.
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  202. Revisiting the valuable roles of commodities for international stock markets. (2020). Czudaj, Robert ; Hussain, Syed Jawad ; Bouri, Elie ; Ali, Sajid.
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  203. Dynamics and causality in distribution between spot and future precious metals: A copula approach. (2020). Belkacem, Lotfi ; de Peretti, Christian ; Talbi, Marwa.
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  204. Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid.
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  205. Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G.
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  206. Happiness and Gold Prices. (2020). Byström, Hans ; Bystrom, Hans.
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  207. Diamonds versus precious metals: What gleams most against USD exchange rates?. (2020). PORCHER, Thomas ; Guesmi, Khaled ; Bedoui, Rihab ; Kalai, Saoussen.
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  208. Cryptocurrencies and the downside risk in equity investments. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie.
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  209. Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien.
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  210. Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Abdoh, Hussein ; Maghyereh, Aktham.
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  211. Does oil price have similar effects on the exchange rates of BRICS?. (2020). Lin, Boqiang ; Su, Tong.
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  212. Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu.
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  213. How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei.
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  214. Dependent relationships between Chinese commodity markets and the international financial market: Evidence from quantile time-frequency analysis. (2020). Hau, Liya ; Ge, Yajing ; Meng, Liang ; Zhu, Huiming.
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  215. Revisiting the roles of gold: Does gold ETF matter?. (2020). Lai, Hsiao-Pin ; Chen, Chun-Da ; Cheng, Wan-Hsiu.
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  216. Nonlinear dynamics of gold and the dollar. (2020). Yu, Jishuang ; Guo, Yongxiu ; He, Qing.
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  217. Herding and anchoring in cryptocurrency markets: Investor reaction to fear and uncertainty. (2020). Oloughlin, Daniel ; Gurdgiev, Constantin.
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  218. Are Gold and Government Bond Safe‐Haven Assets? An Extremal Quantile Regression Analysis. (2020). Liu, WeiHan .
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  219. DOES GOLD INVESTMENT OFFER PROTECTION AGAINST STOCK MARKET LOSSES? EVIDENCE FROM FIVE COUNTRIES. (2019). Lean, Hooi Hooi ; Bahari, Zakaria ; Ghazali, Mohd Fahmi.
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  220. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. (2019). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bekiros, Stelios ; Hussain, Syed Jawad ; Hernandez, Jose Arreola ; Arreolahernandez, Jose ; Raza, Naveed.
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  221. Exploring the dynamics of Bitcoin’s price: a Bayesian structural time series approach. (2019). Poyser, Obryan.
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  222. Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification. (2019). Czudaj, Robert ; Beckmann, Joscha ; Thi-Hong-Van Hoang, ; Berger, Theo.
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  223. Investor Sentiment and Crash Risk in Safe Havens. (2019). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; ben Nasr, Adnen.
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  224. Hedge and safe haven investing with investment styles. (2019). Peltomaki, Jarkko ; Khrashchevskyi, Ian ; Hou, Ai Jun .
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  225. Asymmetric Causality Analysis of the Interactions Between Gold and REIT Returns. (2019). Anoruo, Emmanuel .
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  226. Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions. (2019). Miyazaki, Takashi.
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  227. The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. (2019). Chalvatzis, Konstantinos J ; Symitsi, Efthymia.
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  228. Co-movements between Bitcoin and Gold: A wavelet coherence analysis. (2019). Hernandez, Jose Arreola ; McIver, Ron P ; Kang, Sang Hoon.
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  229. An analysis of the intellectual structure of research on the financial economics of precious metals. (2019). Corbet, Shaen ; Vigne, Samuel A ; Lucey, Brian ; Huang, Shupei ; Gao, Xiangyun ; Dowling, Michael.
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  230. Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches. (2019). Shahzad, Syed Jawad Hussain ; Mensi, Walid ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis Hamed ; Sohail, Asiya ; Hammoudeh, Shawkat.
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  231. A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David.
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  232. Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar.
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  233. Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, ; el Khamlichi, Abdelbari.
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  234. Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Awodumi, Olabanji B ; Adewuyi, Adeolu O ; Abodunde, Temitope T.
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  235. Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models. (2019). Ali, Sajid ; Raza, Naveed ; Salman, Aneel ; Ur, Mobeen ; Hussain, Syed Jawad.
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  236. Commodity-currencies or currency-commodities: Evidence from causality tests. (2019). Demirer, Riza ; Belasen, Ariel.
    In: Resources Policy.
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  237. Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. (2019). Idume, Gabriel ; Yuni, Denis ; Anochiwa, Lasbrey ; Urom, Christian.
    In: The Journal of Economic Asymmetries.
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  238. The risk premium of gold. (2019). Simen, Chardin Wese ; Prokopczuk, Marcel ; Benno, Duc Binh.
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  239. Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective. (2019). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei.
    In: Finance Research Letters.
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  240. Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2019). Baumohl, Eduard.
    In: Finance Research Letters.
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  241. What the hack: Systematic risk contagion from cyber events. (2019). Gurdgiev, Constantin ; Corbet, Shaen.
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    RePEc:eee:finana:v:65:y:2019:i:c:s1057521919300274.

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  242. Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. (2019). Zhang, Hanxiong ; Urquhart, Andrew.
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    RePEc:eee:finana:v:63:y:2019:i:c:p:49-57.

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  243. The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:62:y:2019:i:c:p:21-34.

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  244. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach. (2019). Naji, Jalkh ; Elie, Bouri ; Uddin, Gazi Salah ; Dutta, Anupam.
    In: Energy.
    RePEc:eee:energy:v:178:y:2019:i:c:p:544-553.

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  245. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1. (2019). Tiwari, Aviral ; Albulescu, Claudiu ; Yoon, Seong-Min ; Kang, Sang Hoon.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s014098831930338x.

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  246. What are the categories of geopolitical risks that could drive oil prices higher? Acts or threats?. (2019). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark E ; Hammoudeh, Shawkat.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303184.

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  247. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Demirer, Riza ; Albulescu, Claudiu ; Raheem, Ibrahim D.
    In: Energy Economics.
    RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388.

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  248. The role of uncertainty measures on the returns of gold. (2019). Gözgör, Giray ; Yarovaya, Larisa ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray .
    In: Economics Letters.
    RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398.

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  249. Network-based asset allocation strategies. (2019). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan ; Vrost, Tomas.
    In: The North American Journal of Economics and Finance.
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  250. Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2018). Baumohl, Eduard.
    In: EconStor Preprints.
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  251. Flight to Safety from European Stock Markets. (2018). Christiansen, Charlotte ; Aslanidis, Nektarios.
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  252. Portfolio and hedging effectiveness of financial assets of the G7 countries. (2018). Hassan, M. Kabir ; Izadi, Selma.
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  253. Asymetrie během finančních krizí: asymetrická volatilita převyšuje důležitost asymetrické korelace. (2018). Frd, Luka.
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  254. Investor Sentiment and Crash Risk in Safe Havens. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen.
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  255. The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management. (2018). Bonga-Bonga, Lumengo ; Morema, Kgotso.
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  256. The Predictive Power of Oil and Commodity Prices for Equity Markets. (2018). Dagher, Leila ; Badra, Nasser ; Jamali, Ibrahim.
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  257. Granger-causality between palm oil, gold and stocks (islamic and conventional): Malaysian evidence based on ARDL approach. (2018). Masih, Abul ; Othman, Nurhuda.
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  258. Gold and US money demand. (2018). Azar, Samih Antoine.
    In: Economics and Business Letters.
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  259. How accurate are modern Value-at-Risk estimators derived from extreme value theory?. (2018). Auer, Benjamin R ; Mogel, Benjamin .
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  260. Do precious metals act as hedges and safe havens against G-7 stock markets?: A vine copula approach. (2018). de Peretti, Christian ; Belkacem, Lotfi ; Bedoui, Rihab ; Talbi, Marwa.
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  261. Can Bitcoin Replace Gold in an Investment Portfolio?. (2018). Sadorsky, Perry ; Henriques, Irene.
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    RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:48-:d:163664.

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  262. Exchange Rate and Oil Price Interactions in Selected CEE Countries. (2018). Drachal, Krzysztof.
    In: Economies.
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  263. The impact of monetary policy on gold price dynamics. (2018). Fan, Jingwen ; Tucker, Jon ; Zhu, Yanhui.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:319-331.

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  264. Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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  265. Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?. (2018). Strobel, Marcus ; Auer, Benjamin R.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:53:y:2018:i:c:p:168-184.

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  266. Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh .
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  267. Interdependence structure of precious metal prices: A multi-scale perspective. (2018). Tweneboah, George ; Alagidede, Paul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:59:y:2018:i:c:p:427-434.

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  268. Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo.
    In: Resources Policy.
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  269. Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

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  270. Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices. (2018). He, Zhen ; Thijssen, Jacco ; O'Connor, Fergal.
    In: International Review of Financial Analysis.
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  271. The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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  272. Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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  273. Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid.
    In: Energy Economics.
    RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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  274. Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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  275. Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu .
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  276. Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal.
    In: Economic Modelling.
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  277. Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry.
    In: Economic Modelling.
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  278. International risk transmission of stock market movements. (2018). Shen, Yifan.
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  279. International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan.
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  280. An Analysis of Gold Futures as an Alternative Asset: Evidence from India. (2018). Jaiswal, Ritika ; Uchil, Rashmi.
    In: International Journal of Economics and Financial Issues.
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  281. What drives flight to quality?. (2018). Opitz, Sebastian ; Szimayer, Alexander.
    In: Accounting and Finance.
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  283. Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
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  284. Gold Price Dynamics and the Role of Uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
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  285. Are gold bugs coherent?. (2017). Lucey, Brian ; OConnor, Fergal .
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    RePEc:taf:apeclt:v:24:y:2017:i:2:p:90-94.

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  286. Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet ; Antonakakis, Nikolaos.
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  287. Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.. (2017). Masih, Abul ; Adekunle, Salami Saheed .
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  288. Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Ali, Azwadi ; Raza, Naveed.
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  289. Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan.
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  290. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong.
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  291. On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test. (2017). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: International Economics and Economic Policy.
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  292. The Risk Premium of Gold. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Benno, Duc Binh.
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  293. Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
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  294. Is gold a hedge or safe haven for Islamic stock market movements? A Markov switching approach. (2017). Chkili, Walid.
    In: Journal of Multinational Financial Management.
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  295. The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian.
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  296. Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal .
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  297. Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Ali, Azwadi ; Raza, Naveed ; Hussain, Syed Jawad.
    In: Resources Policy.
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  298. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Biswal, P C ; Jain, Anshul .
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  299. Reassessing the role of precious metals as safe havens–What colour is your haven and why?. (2017). Lucey, Brian M ; Li, Sile .
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:7:y:2017:i:c:p:1-14.

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  300. Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
    In: Journal of International Money and Finance.
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  301. Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
    In: Journal of International Financial Markets, Institutions and Money.
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  302. Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. (2017). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:23:y:2017:i:c:p:152-164.

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  303. In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework. (2017). Papież, Monika ; Śmiech, Sławomir.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:20:y:2017:i:c:p:238-244.

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  304. The financial economics of white precious metals — A survey. (2017). Vigne, Samuel A ; Yarovaya, Larisa ; Oconnor, Fergal A ; Lucey, Brian M.
    In: International Review of Financial Analysis.
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  305. Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Awartani, Basel ; Maghyereh, Aktham I.
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  306. Diversification potential of Asian frontier, BRIC emerging and major developed stock markets: A wavelet-based value at risk approach. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Zeitun, Rami ; Hammoudeh, Shawkat ; Hussain, Syed Jawad ; Ur, Mobeen.
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  307. Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
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  308. Commodity price cycles and financial pressures in African commodities exporters. (2017). Kablan, Akassi ; Guesmi, Khaled ; Ftiti, Zied.
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  309. Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin .
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  310. Modeling the nexus between oil shocks, inflation and commodity prices: Do Asymmetries really matter?. (2017). Tiwari, Aviral ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed.
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  311. The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond.
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  312. Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han.
    In: International Review of Finance.
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  313. Exploring the determinants of Bitcoins price: an application of Bayesian Structural Time Series. (2017). Poyser, Obryan.
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  314. Flight to Safety from European Stock Markets. (2017). Christiansen, Charlotte ; Aslanidis, Nektarios.
    In: CREATES Research Papers.
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  315. Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew- copula approach. (2016). Wu, Ximing ; Chui, Chin Man ; Chang, Meng-Shiuh ; Liu, Chung-Shin.
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  316. GOLD COINAGE. CASE STUDY: ROMANIA AND REPUBLIC OF MOLDOVA. (2016). Popescu, Cristian ; Bostan, Ionel.
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  317. Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Bonato, Matteo ; Apergis, Nicholas ; Kyei, Clement.
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  336. The 11/13 Paris terrorist attacks and stock prices: The case of the international defense industry. (2016). Apergis, Emmanuel.
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  357. Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Bredin, Don ; Poti, Valerio ; Conlon, Thomas.
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  360. Forecasting the price of gold using dynamic model averaging. (2015). GUPTA, RANGAN ; Aye, Goodness ; Kim, Won Joong ; Hammoudeh, Shawkat.
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  362. Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets?. (2015). Reboredo, Juan ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
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  363. Causality and volatility patterns between gold prices and exchange rates. (2015). Czudaj, Robert ; Beckmann, Joscha ; Pilbeam, Keith.
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  364. What do scientists know about inflation hedging?. (2015). Arnold, Stephan ; Auer, Benjamin R.
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  365. Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Zhenzhen, Zhu ; Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen.
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  366. Does gold act as a hedge or a safe haven for stocks? A smooth transition approach. (2015). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
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  367. Gold–oil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid.
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  368. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
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  380. On the economic determinants of the gold–inflation relation. (2014). Batten, Jonathan ; Lucey, Brian M ; Ciner, Cetin .
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  381. Does gold offer a better protection against losses in sovereign debt bonds than other metals?. (2014). Agyei-Ampomah, Sam ; Gounopoulos, Dimitrios ; Mazouz, Khelifa.
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  382. Investing in gold: Individual asset risk in the long run. (2014). Michis, Antonis.
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  383. Is gold a safe haven against equity market investment in emerging and developing countries?. (2014). Unalmis, Ibrahim ; Gurgun, Gozde .
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  385. Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan ; Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat.
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  386. Can gold hedge and preserve value when the US dollar depreciates?. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A..
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  390. Is Gold Investment A Hedge against Inflation in Pakistan? A Cointegtaion and Causality Analysis in the Presence of Structural Breaks. (2013). Shahbaz, Muhammad ; Ali, Imran ; Tahir, Mohammad Iqbal .
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  28. Roll, R. Industrial structure and comparative behavior of international stock indices. 1992 Journal of Finance. 47 3-41

  29. Shiller, R.J. ; Beltratti, A.E. Stock prices and bond yields — Can their comovement be explained in terms of present value models. 1992 Journal of Monetary Economics. 30 25-46

  30. Soenen, L. ; Henninger, E. An analysis of exchange rates and stock prices: the US experience between 1980 and 1986. 1988 Akron Business and Economic Review. 19 7-16
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Documents in RePEc which have cited the same bibliography

  1. What triggers stock market jumps?. (2021). Davis, Steven ; bloom, nicholas ; Sammon, Marco ; Baker, Scott R.
    In: CEP Discussion Papers.
    RePEc:cep:cepdps:dp1789.

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  2. Price drift before U.S. macroeconomic news: private information about public announcements?. (2016). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa ; Sancetta, Alessio .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161901.

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  3. Volume, Volatility and Public News Announcements. (2016). Xue, Yuan ; Li, Jia.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-19.

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  4. The world market risk premium and U.S. macroeconomic announcements. (2015). Du, Ding ; Hu, OU.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:58:y:2015:i:c:p:75-97.

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  5. Contemporaneous Spill‐Over Among Equity, Gold, and Exchange Rate Implied Volatility Indices. (2013). Tourani-Rad, Alireza ; Frijns, Bart ; Badshah, Ihsan ; TouraniRad, Alireza .
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:33:y:2013:i:6:p:555-572.

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  6. The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market. (2013). Marfatia, Hardik ; Kishor, N.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:24:y:2013:i:c:p:1-24.

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  7. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
    In: Discussion Papers of DIW Berlin.
    RePEc:diw:diwwpp:dp1302.

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  8. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4264.

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  9. The impact of foreign macroeconomic news on financial markets in the Czech Republic, Hungary, and Poland. (2012). Neuenkirch, Matthias ; Hayo, Bernd ; Buttner, David .
    In: Empirica.
    RePEc:kap:empiri:v:39:y:2012:i:1:p:19-44.

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  10. U.S. Monetary Policy Surprises and International Securitized Real Estate Markets. (2011). Yang, Jian ; Xu, Pisun .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:43:y:2011:i:4:p:459-490.

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  11. The Real Exchange Rate, Real Interest Rates, and the Risk Premium. (2011). Engel, Charles.
    In: Working Papers.
    RePEc:hkm:wpaper:272011.

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  12. Information aggregation around macroeconomic announcements: Revisions matter. (2011). Gilbert, Thomas.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:1:p:114-131.

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  13. The reaction of stock returns to unexpected increases in the federal funds rate target. (2011). Tsai, Chun-Li.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:63:y::i:2:p:121-138.

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  14. Does the Bund dominate price discovery in Euro bond futures? Examining information shares. (2011). Menkhoff, Lukas ; Fricke, Christoph.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1057-1072.

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  15. Simultaneous monetary policy announcements and international stock markets response: An intraday analysis. (2011). Hussain, Syed Mujahid.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:3:p:752-764.

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  16. Extreme returns: The case of currencies. (2011). Savaser, Tanseli ; Osler, Carol .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2868-2880.

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  17. The effect of macroeconomic news on stock returns: New evidence from newspaper coverage. (2011). Birz, Gene ; Lott, John R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2791-2800.

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  18. The impact of macroeconomic news on quote adjustments, noise, and informational volatility. (2011). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2733-2746.

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  19. Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets. (2011). Tamirisa, Natalia ; Nowak, Sylwia ; Jobst, Andreas ; Andritzky, Jochen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2584-2597.

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  20. Intraday jumps and US macroeconomic news announcements. (2011). Evans, Kevin P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2511-2527.

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  21. Size, book-to-market ratio and macroeconomic news. (2011). Cenesizoglu, Tolga.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:248-270.

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  22. A reduced form framework for modeling volatility of speculative prices based on realized variation measures. (2011). Bollerslev, Tim ; Andersen, Torben ; Huang, Xin.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:160:y:2011:i:1:p:176-189.

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  23. The Impact of Macroeconomic News on Quote Adjustments, Noise, and Informational Volatility. (2010). Veredas, David ; Hautsch, Nikolaus ; Hess, Dieter .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2010-005.

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  24. News announcements and price discovery in foreign exchange spot and futures markets. (2010). Gau, Yin-Feng ; Chen, Yu-Lun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1628-1636.

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  25. The electronic trading systems and bid-ask spreads in the foreign exchange market. (2010). Ding, Liang ; Hiltrop, Jonas .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:4:p:323-345.

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  26. Dynamic news effects in high frequency Euro exchange rates. (2010). Evans, Kevin P. ; Speight, Alan E. H., .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:20:y:2010:i:3:p:238-258.

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  27. Trading activity, realized volatility and jumps. (2010). PETITJEAN, Mikael ; Laurent, Sébastien ; Giot, Pierre.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:1:p:168-175.

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  28. Asset Prices, News Shocks and the Current Account. (2010). Straub, Roland ; Fratzscher, Marcel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8080.

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  29. The Relevance of Accuracy for the Impact of Macroeconomic News on Volatility. (2009). Laakkonen, Helinä ; Lanne, Markku.
    In: MPRA Paper.
    RePEc:pra:mprapa:23718.

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  30. The Determinants of Stock and Bond Return Comovements. (2009). Inghelbrecht, Koen ; Bekaert, Geert ; Baele, Lieven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15260.

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  31. Financial crisis, exchange rate and stock market integration. (2009). Yoshida, Yushi.
    In: Discussion Papers.
    RePEc:kyu:dpaper:38.

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  32. Global private information in international equity markets. (2009). Schneider, Martin ; Bauer, Gregory ; Albuquerque, Rui.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:1:p:18-46.

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  33. The on-the-run liquidity phenomenon. (2009). Pasquariello, Paolo ; Vega, Clara .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:92:y:2009:i:1:p:1-24.

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  34. The stock-bond correlation and macroeconomic conditions: One and a half centuries of evidence. (2009). Yang, Jian ; Zhou, Yinggang ; Wang, Zijun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:670-680.

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  35. Real-time effects of central bank intervention in the euro market. (2009). Fatum, Rasmus ; Pedersen, Jesper .
    In: Journal of International Economics.
    RePEc:eee:inecon:v:78:y:2009:i:1:p:11-20.

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  36. Empirical evidence on jumps in the term structure of the US Treasury Market. (2009). Smith, L. Vanessa ; Dungey, Mardi ; McKenzie, Michael .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:430-445.

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  37. Emerging market sovereign spreads, global financial conditions and U.S. macroeconomic news. (2009). Ozatay, Fatih ; Şahinbeyoğlu, Gülbin ; zmen, Erdal ; Sahinbeyoglu, Gulbin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:26:y:2009:i:2:p:526-531.

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  38. Asset prices and current account fluctuations in G7 economies. (2009). Straub, Roland ; Fratzscher, Marcel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091014.

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  39. Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003-2008?. (2009). Kilian, Lutz ; Hicks, Bruce .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7265.

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  40. Macroeconomic Volatility and Stock Market Volatility, World-Wide. (2008). Yilmaz, Kamil ; Diebold, Francis.
    In: PIER Working Paper Archive.
    RePEc:pen:papers:08-031.

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  41. Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben.
    In: Economics Papers.
    RePEc:nuf:econwp:0804.

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  42. Macroeconomic Volatility and Stock Market Volatility, Worldwide. (2008). Yilmaz, Kamil ; Diebold, Francis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14269.

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  43. Efficient Prediction of Excess Returns. (2008). Wright, Jonathan ; Faust, Jon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14169.

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  44. New Shocks, Exchange Rates and Equity Prices. (2008). Rebucci, Alessandro ; Pisani, Massimiliano ; Matsumoto, Akito ; Cova, Pietro.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2008/284.

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  45. Information shares in the US Treasury market. (2008). Neely, Christopher ; Mizrach, Bruce.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:7:p:1221-1233.

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  46. Macroeconomic cycles and the stock markets reaction to monetary policy. (2008). Kurov, Alexander ; Basistha, Arabinda.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2606-2616.

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  47. Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices. (2008). Vega, Clara ; Kilian, Lutz.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7015.

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  48. The microstructure of the U.S. treasury market. (2007). Neely, Christopher ; Mizrach, Bruce.
    In: Working Papers.
    RePEc:fip:fedlwp:2007-052.

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  49. Risk, Jumps, and Diversification. (2007). Tauchen, George ; Law, Tzuo Hann ; Bollerslev, Tim.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-19.

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  50. A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures. (2007). Bollerslev, Tim ; Andersen, Torben ; Huang, Xin.
    In: CREATES Research Papers.
    RePEc:aah:create:2007-14.

    Full description at Econpapers || Download paper

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