The main goal of this study is to examine what factors influence gold volatility and to investigate the role of gold as a hedge or a safe haven. The main finding is that asymmetry, volatility transmission effect of US dollar exchange rate and that of stock price influence the volatility in gold markets. Taking into account all of these effects, empirical estimates show that gold still serves as a hedge and a safe haven against US dollar exchange rate and stock markets.論
Chapter 2 examines conditional mean and volatility spillover between equity and gold to ascertain if...
In this paper, the authors provide an explanation of the abnormal behavior of gold returns between t...
We investigate how the relation between gold prices and the U.S. Dollar has been affected by the rec...
The main goal of this study is to examine what factors influence gold volatility and to investigate ...
The 2008 financial crisis refocused investors’ attention to several safe-haven assets, mostnotably g...
Using a model of dynamic conditional correlations covering 23 years of weekly data for 16 major doll...
<div class="page" title="Page 1"><div class="section"><div class="layoutArea"><div class="column"><p...
Professional Doctorate - Doctor of Business Administration (DBA)Despite abundant studies, the fundam...
Gold’s ability to retain its real value in times of uncertainty and financial turmoil has long been ...
Is gold a hedge, defined as a security that is uncorrelated with stocks or bonds on average, or is i...
This study examines the diversifying, hedging and safe haven properties of gold bullion, gold stocks...
We investigate how the relation between gold prices and the U.S. Dollar has been affected by the rec...
[[abstract]]This study investigates whether the role of gold changes due to the introduction of gold...
The aim of this paper is to examine the role of gold in the global financial system. We test the hyp...
The current study reviews the gold-exchange rate association with a wider prospect in case of Pakist...
Chapter 2 examines conditional mean and volatility spillover between equity and gold to ascertain if...
In this paper, the authors provide an explanation of the abnormal behavior of gold returns between t...
We investigate how the relation between gold prices and the U.S. Dollar has been affected by the rec...
The main goal of this study is to examine what factors influence gold volatility and to investigate ...
The 2008 financial crisis refocused investors’ attention to several safe-haven assets, mostnotably g...
Using a model of dynamic conditional correlations covering 23 years of weekly data for 16 major doll...
<div class="page" title="Page 1"><div class="section"><div class="layoutArea"><div class="column"><p...
Professional Doctorate - Doctor of Business Administration (DBA)Despite abundant studies, the fundam...
Gold’s ability to retain its real value in times of uncertainty and financial turmoil has long been ...
Is gold a hedge, defined as a security that is uncorrelated with stocks or bonds on average, or is i...
This study examines the diversifying, hedging and safe haven properties of gold bullion, gold stocks...
We investigate how the relation between gold prices and the U.S. Dollar has been affected by the rec...
[[abstract]]This study investigates whether the role of gold changes due to the introduction of gold...
The aim of this paper is to examine the role of gold in the global financial system. We test the hyp...
The current study reviews the gold-exchange rate association with a wider prospect in case of Pakist...
Chapter 2 examines conditional mean and volatility spillover between equity and gold to ascertain if...
In this paper, the authors provide an explanation of the abnormal behavior of gold returns between t...
We investigate how the relation between gold prices and the U.S. Dollar has been affected by the rec...
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