This document has not been cited yet.

1. Agyei-Ampomah S., , Gounopoulos D., , & Mazouz K., (2014). Does gold offer a better protection against losses in sovereign debt bonds than other metals? Journal of Banking & Finance, 40, 507–521.

2. Akhtaruzzaman M., , Banerjee A. K., , Boubaker S., , & Moussa F., (2023). Does green improve portfolio optimisation? Energy Economics, 124, 106831.

3. Akhtaruzzaman M., , Banerjee A. K., , Ghardallou W., , & Umar Z., (2022). Is greenness an optimal hedge for sectoral stock indices? Economic Modelling, 117, 106030.

4. Akhtaruzzaman M., , Banerjee A. K., , Le V., , & Moussa F., (2024). Hedging precious metals with impact investing. International Review of Economics & Finance, 89, 651–664.

5. Akhtaruzzaman M., , Boubaker S., , & Sensoy A., (2021). Financial contagion during COVID–19 crisis. Finance Research Letters, 38, 101604.
   Paper not yet in RePEc: Add citation now
   
6. Banerjee A. K., , & Pradhan H. K., (2020). Responses of economic news on asset prices: A study of Indian stock index futures. Applied Finance Letters, 9(SI), 3–14.
   Paper not yet in RePEc: Add citation now
   

7. Banerjee A. K., , & Pradhan H. K., (2022). Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond. Finance Research Letters, 45, 102135.

8. Banerjee A. K., , Akhtaruzzaman M., , Dionisio A., , Almeida D., , & Sensoy A., (2022). Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. Journal of Behavioral and Experimental Finance, 36, 100747.

9. Banerjee A. K., , Dionisio A., , Pradhan H. K., , & Mahapatra B., (2021). Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. International Review of Financial Analysis, 77, 101848.

10. Banerjee A. K., , Pradhan H. K., , Sensoy A., , & Goodell J. W., (2024). Assessing the US financial sector post three bank collapses: Signals from fintech and financial sector ETFs. International Review of Financial Analysis, 91, 102995.

11. Banerjee A. K., , Sensoy A., , & Goodell J. W., (2024). Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. Energy Economics, 129, 107224.

12. Banerjee A. K., (2021). Futures market and the contagion effect of COVID-19 syndrome. Finance Research Letters, 43, 102018.

13. Banerjee A. K., (2022). You sneeze, and the markets are paranoid: The fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation. The Journal of Risk Finance, 23(5), 652–668.

14. Banerjee A. K., (2023). Russia—Ukrainian war: Measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR. The Journal of Risk Finance, 24(3), 324–336.

15. Baur D. G., , & Lucey B. M., (2010). Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold. Financial Review, 45(2), 217–229.

16. Baur D. G., , & McDermott T. K., (2010). Is gold a safe haven? International evidence. Journal of Banking & Finance, 34(8), 1886–1898.
    Paper not yet in RePEc: Add citation now
    

17. Bedoui R., , Braeik S., , Goutte S., , & Guesmi K., (2018). On the study of conditional dependence structure between oil, gold and USD exchange rates. International Review of Financial Analysis, 59, 134–146.

18. Bedoui R., , Guesmi K., , Kalai S., , & Porcher T., (2020). Diamonds versus precious metals: What gleams most against USD exchange rates? Finance Research Letters, 34, 101253.

19. Bentes S. R., (2023). Is gold a safe haven for the CIVETS countries under extremely adverse market conditions? Some new evidence from the MF-DCCA analysis. Physica A: Statistical Mechanics and its Applications, 623, 128898.
    Paper not yet in RePEc: Add citation now
    

20. Bredin D., , Conlon T., , & Potì V., (2017). The price of shelter-downside risk reduction with precious metals. International Review of Financial Analysis, 49, 48–58.

21. Capie F., , Mills T. C., , & Wood G., (2005). Gold as a hedge against the dollar. Journal of International Financial Markets, Institutions and Money, 15(4), 343–352.

22. Cappiello L., , Engle R. F., , & Sheppard K., (2006). Asymmetric dynamics in the correlations of global equity and bond returns. Journal of Financial Econometrics, 4(4), 537–572.

23. Cheema M. A., , Faff R., , & Szulczyk K. R., (2022). The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? International Review of Financial Analysis, 83, 102316.

24. Ciner C., , Gurdgiev C., , & Lucey B. M., (2013). Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. International Review of Financial Analysis, 29, 202–211.

25. Clayton D. G., (1978). A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence. Biometrika, 65(1), 141–151.
    Paper not yet in RePEc: Add citation now
    

26. de Goeij P., , & Marquering W., (2009). Stock and bond market interactions with level and asymmetry dynamics: An out-of-sample application. Journal of Empirical Finance, 16(2), 318–329.

27. Dutta S., , Kayal P., , & Balasubramnaian G., (2023). Volatility spillover and directionality in cryptocurrency and metal markets. Journal of Emerging Market Finance, 22(4), 464–485.
    Paper not yet in RePEc: Add citation now
    

28. Engle R., (2002). Dynamic conditional correlation: A simple class of multivariate generalised autoregressive conditional heteroskedasticity models. Journal of Business & Economic Statistics, 20(3), 339–350.

29. Frank M. J., (1979). On the simultaneous associativity of F (x, y) and x+y− F (x, y). Aequationes Mathematicae, 19(1), 194–226.
    Paper not yet in RePEc: Add citation now
    
30. Frey R., , McNeil A. J., , & Nyfeler M., (2001). Copulas and credit models. Risk, 10, 111–114.
    Paper not yet in RePEc: Add citation now
    
31. Genest C., , Rémillard B., , & Beaudoin D., (2009). Goodness-of-fit tests for copulas: A review and a power study. Insurance: Mathematics and Economics, 44(2), 199–213.
    Paper not yet in RePEc: Add citation now
    
32. Ghalanos A., (2015). The rmgarch models: Background and properties. R Package Version 1.3.
    Paper not yet in RePEc: Add citation now
    

33. Glosten L. R., , Jagannathan R., , & Runkle D. E., (1993). On the relation between the expected value and the volatility of the nominal excess return on stocks. The Journal of Finance, 48(5), 1779–1801.

34. Gumbel E. J., (1960). Bivariate exponential distributions. Journal of the American Statistical Association, 55(292), 698–707.
    Paper not yet in RePEc: Add citation now
    
35. Harris R. D., , & Mazibas M., (2013). Dynamic hedge fund portfolio construction: A semi-parametric approach. Journal of Banking & Finance, 37(1), 139–149.
    Paper not yet in RePEc: Add citation now
    

36. Hillier D., , Draper P., , & Faff R., (2006). Do precious metals shine? An investment perspective. Financial Analysts Journal, 62(2), 98–106.

37. Hood M., , & Malik F., (2013). Is gold the best hedge and a safe haven under changing stock market volatility? Review of Financial Economics, 22(2), 47–52.

38. Hou Y., , & Li S., (2016). Information transmission between US and China index futures markets: An asymmetric DCC GARCH approach. Economic Modelling, 52, 884–897.

39. Jaffe J. F., (1989). Gold and gold stocks as investments for institutional portfolios. Financial Analysts Journal, 45(2), 53–59.
    Paper not yet in RePEc: Add citation now
    

40. Janani Sri S., , Kayal P., , & Balasubramanian G., (2022). Can equity be safe-haven for investment? Journal of Emerging Market Finance, 21(1), 32–63.

41. Kalotychou E., , Staikouras S. K., , & Zhao G., (2014). The role of correlation dynamics in sector allocation. Journal of Banking & Finance, 48, 1–12.

42. Kayal P., , & Maheswaran S., (2021). A study of excess volatility of gold and silver. IIMB Management Review, 33(2), 133–145.
    Paper not yet in RePEc: Add citation now
    

43. Kayal P., , & Maiti M., (2023). Examining the asymmetric information flow between pairs of gold, silver, and oil: A transfer entropy approach. SN Business & Economics, 3(10), 187.

44. Kim J. M., , & Jung H., (2016). Linear time-varying regression with copula–DCC–GARCH models for volatility. Economics Letters, 145, 262–265.

45. Kojadinovic I., , & Yan J., (2011). A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems. Statistics and Computing, 21(1), 17–30.
    Paper not yet in RePEc: Add citation now
    

46. Lee T. H., , & Long X., (2009). Copula-based multivariate GARCH model with uncorrelated dependent errors. Journal of Econometrics, 150(2), 207–218.

47. Li D. X., (1999). On default correlation: A copula function approach (The RiskMetrics Group Working Papers No. 99-07).
    Paper not yet in RePEc: Add citation now
    

48. Lucey B. M., , & Li S., (2015). What precious metals act as safe havens, and when? Some US evidence. Applied Economics Letters, 22(1), 35–45.

49. Maiti M., , & Kayal P., (2022). Asymmetric information flow between exchange rate, oil, and gold: New evidence from transfer entropy approach. Journal of Risk and Financial Management, 16(1), 2.

50. Padungsaksawasdi C., , & Treepongkaruna S., (2023). Investor attention and global stock market volatility: Evidence from COVID-19. Journal of Emerging Market Finance, 22(1), 85–104.

51. Pullen T., , Benson K., , & Faff R., (2014). A comparative analysis of the investment characteristics of alternative gold assets. Abacus, 50(1), 76–92.

52. Salisu A. A., , Raheem I. D., , & Vo X. V., (2021a). Assessing the safe haven property of the gold market during COVID-19 pandemic. International Review of Financial Analysis, 74, 101666.

53. Salisu A. A., , Vo X. V., , & Lawal A., (2021b). Hedging oil price risk with gold during COVID-19 pandemic. Resources Policy, 70, 101897.

54. Sklar A., (1973). Random variables, joint distribution functions, and copulas. Kybernetika, 9(6), 449–460.
    Paper not yet in RePEc: Add citation now
    
55. Sklar M., (1959). Fonctions de repartition an dimensions et leurs marges. Publications of the Institute of Statistics of the University, 8, 229–231.
    Paper not yet in RePEc: Add citation now
    
56. Stone C. J., (1980). Optimal rates of convergence for nonparametric estimators. The Annals of Statistics, 1348–1360.
    Paper not yet in RePEc: Add citation now
    

57. Tse Y. K., , & Tsui A. K. C., (2002). A multivariate generalised autoregressive conditional heteroscedasticity model with time-varying correlations. Journal of Business & Economic Statistics, 20(3), 351–362.

58. Yadav N., , & Bhama V., (2023). Sustainability, resilience, and returns during COVID-19: Empirical evidence from US and Indian stock markets. Journal of Emerging Market Finance, 22(2), 215–238.

59. Yousaf I., , Bouri E., , Ali S., , & Azoury N., (2021). Gold against Asian stock markets during the COVID-19 outbreak. Journal of Risk and Financial Management, 14(4), 186.

1. Forecasting precious metal returns with multivariate random forests. (2020). Risse, Marian ; Pierdzioch, Christian.
   In: Empirical Economics.
   RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1558-9.

   Full description at Econpapers || Download paper

2. Gold as a Financial Instrument. (2020). Shi, Shuping ; Gomis-Porqueras, Pedro ; Tan, David.
   In: MPRA Paper.
   RePEc:pra:mprapa:102782.

   Full description at Econpapers || Download paper

3. Art investment: hedging or safe haven through financial crises. (2020). TOGAN, Asli ; Ozturkkal, Ayse ; Togan-Erican, Asli.
   In: Journal of Cultural Economics.
   RePEc:kap:jculte:v:44:y:2020:i:3:d:10.1007_s10824-019-09371-2.

   Full description at Econpapers || Download paper

4. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317455.

   Full description at Econpapers || Download paper

5. Spillovers, integration and causality in LME non-ferrous metal markets. (2020). Yarovaya, Larisa ; lucey, brian ; Ciner, Cetin.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

   Full description at Econpapers || Download paper

6. Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. (2020). Uddin, Gazi ; Ghosh, Sajal ; Yahya, Muhammad ; Kanjilal, Kakali ; Dutta, Anupam.
   In: Energy.
   RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308847.

   Full description at Econpapers || Download paper

7. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. (2019). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Arreola Hernandez, Jose ; Bekiros, Stelios ; Raza, Naveed ; Hussain, Syed Jawad.
   In: Journal of Quantitative Economics.
   RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1.

   Full description at Econpapers || Download paper

8. Investor Sentiment and Crash Risk in Safe Havens. (2019). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen.
   In: Journal of Economics and Behavioral Studies.
   RePEc:rnd:arjebs:v:10:y:2019:i:6:p:97-108.

   Full description at Econpapers || Download paper

9. Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Marco, Chi Keung.
   In: Working Papers.
   RePEc:pre:wpaper:201966.

   Full description at Econpapers || Download paper

10. Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). GUPTA, RANGAN ; Asai, Manabu.
    In: Working Papers.
    RePEc:pre:wpaper:201951.

    Full description at Econpapers || Download paper

11. Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201943.

    Full description at Econpapers || Download paper

12. Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni.
    In: Working Papers.
    RePEc:pre:wpaper:201941.

    Full description at Econpapers || Download paper

13. The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201915.

    Full description at Econpapers || Download paper

14. Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions. (2019). Miyazaki, Takashi.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:33-:d:205819.

    Full description at Econpapers || Download paper

15. Hedging U.S. metals & mining Industrys credit risk with industrial and precious metals. (2019). Umar, Zaghum ; Shahzad, Syed Jawad Hussain ; Kenourgios, Dimitris ; Hussain, Syed Jawad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:63:y:2019:i:c:9.

    Full description at Econpapers || Download paper

16. Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

    Full description at Econpapers || Download paper

17. Risk appetite and the prices of precious metals. (2019). Qadan, Mahmoud.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:136-153.

    Full description at Econpapers || Download paper

18. Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Algieri, Bernardina ; Leccadito, Arturo.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54.

    Full description at Econpapers || Download paper

19. High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Aslan, Aylin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

    Full description at Econpapers || Download paper

20. Investor Sentiment and Crash Risk in Safe Havens. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen.
    In: Working Papers.
    RePEc:pre:wpaper:201804.

    Full description at Econpapers || Download paper

21. The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market. (2018). Sakemoto, Ryuta.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:12565.

    Full description at Econpapers || Download paper

22. The impact of monetary policy on gold price dynamics. (2018). Fan, Jingwen ; Zhu, Yanhui ; Tucker, Jon.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:319-331.

    Full description at Econpapers || Download paper

23. Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

    Full description at Econpapers || Download paper

24. Interdependence structure of precious metal prices: A multi-scale perspective. (2018). Tweneboah, George ; ALAGIDEDE, IMHOTEP.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:59:y:2018:i:c:p:427-434.

    Full description at Econpapers || Download paper

25. 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.
    RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212.

    Full description at Econpapers || Download paper

26. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Bhatia, Vaneet ; Hasim, Haslifah M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

    Full description at Econpapers || Download paper

27. Are gold and silver cointegrated? New evidence from quantile cointegrating regressions. (2018). Schweikert, Karsten.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:88:y:2018:i:c:p:44-51.

    Full description at Econpapers || Download paper

28. Do precious and industrial metals act as hedges and safe havens for currency portfolios?. (2018). Sakemoto, Ryuta.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:256-262.

    Full description at Econpapers || Download paper

29. Inflation Expectations and Monetary Policy Surprises. (2018). Zachariadis, Marios ; EMINIDOU, SNEZANA ; Michis, Antonis A.
    In: Working Papers.
    RePEc:cyb:wpaper:2018-1.

    Full description at Econpapers || Download paper

30. Does investor attention matter? The attention-return relation in gold futures market. (2017). Yin, Libo ; Xu, Yang ; Han, Liyan.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201737.

    Full description at Econpapers || Download paper

31. Gold Price Dynamics and the Role of Uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
    In: Chemnitz Economic Papers.
    RePEc:tch:wpaper:cep006.

    Full description at Econpapers || Download paper

32. Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

    Full description at Econpapers || Download paper

33. The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach. (2017). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:51:y:2017:i:c:p:77-84.

    Full description at Econpapers || Download paper

34. The financial economics of white precious metals — A survey. (2017). Yarovaya, Larisa ; O'Connor, Fergal ; lucey, brian ; Vigne, Samuel A ; Oconnor, Fergal A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

    Full description at Econpapers || Download paper

35. Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

    Full description at Econpapers || Download paper

36. Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Liu, Wei-Han ; Nguyen, Phong.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

    Full description at Econpapers || Download paper

37. A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:23:y:2016:i:5:p:347-352.

    Full description at Econpapers || Download paper

38. Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo.
    In: Working Papers.
    RePEc:pre:wpaper:201645.

    Full description at Econpapers || Download paper

39. The Effect of Investor Sentiment on Gold Market Dynamics. (2016). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201638.

    Full description at Econpapers || Download paper

40. Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38.

    Full description at Econpapers || Download paper

41. Will precious metals shine ? A market efficiency perspective. (2015). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-01238706.

    Full description at Econpapers || Download paper

42. The impact of speculation on precious metals futures markets. (2015). Pradkhan, Elina ; Bosch, David.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:44:y:2015:i:c:p:118-134.

    Full description at Econpapers || Download paper

43. Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. (2015). Bessler, Wolfgang ; Wolff, Dominik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:1-20.

    Full description at Econpapers || Download paper

44. Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Conlon, Thomas ; Bredin, Don ; Poti, Valerio.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

    Full description at Econpapers || Download paper

45. Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos ; Kizys, Renatas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

    Full description at Econpapers || Download paper

46. Will precious metals shine? A market efficiency perspective. (2015). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:284-291.

    Full description at Econpapers || Download paper

47. 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.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

    Full description at Econpapers || Download paper

48. Precious metals shine? A market efficiency perspective. (2014). Kim, Jae ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01010516.

    Full description at Econpapers || Download paper

49. Investing in gold: Individual asset risk in the long run. (2014). Michis, Antonis.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:4:p:369-374.

    Full description at Econpapers || Download paper

50. Investing in Gold: Individual Asset Risk in the Long Run. (2014). Michis, Antonis.
    In: Working Papers.
    RePEc:cyb:wpaper:2014-2.

    Full description at Econpapers || Download paper

Report date: 2025-09-21 07:02:19 || Missing content? Let us know