assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …

forecasting accuracy significantly. Higher uncertainty is found to increase the leverage and macro effects from credit and … commodity markets on stock market realized volatility. Specifically, Economic Policy Uncertainty is shown to be one of the main …

cryptocurrencies can be a useful tool for investors to diversify and hedge when required in the case of the US markets. …

This paper investigates whether gold and silver can be considered safe havens by examining their long-run linkages with … 22 stock price indices. More specifically, the stochastic properties of the differential between gold/silver prices and … is found for the gold price differential vis-à-vis BEF, BSE, CAC, DOW, KLS, KS1, MXX, N100, NAS, NYA and SP5 and for both …

emerged in many European countries after World War I. We demonstrate that economic policy uncertainty was instrumental in … Hungary (GAPH) suffered from frequent uncertainty shocks - and correspondingly high levels of uncertainty - caused by …. In contrast, other European countries exhibited lower levels of measured uncertainty between 1919 and 1925, allowing them …

. Using data covering most liquid U.S. stocks in seven sectors, we provide ample evidence of the asymmetric connectedness of … stocks at the disaggregate level. Moreover, the spillovers of bad and good volatility are transmitted at different magnitudes … not strictly dominate positive spillovers. We find that the overall intra-market connectedness of U.S. stocks increased …