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 …

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 …

metals (gold, silver, platinum and palladium) from 1999 to 2013. We reveal that the turbulent year of 2008 has no significant … effect on volatility levels of gold and silver however causes an upward shift in the volatility levels of palladium and … the volatility levels of gold and silver. …

This paper assesses the hedging and downside risk benefits of using gold for currency risk management at different … investment horizons. Using wavelet multi-resolution analysis, we characterized market interdependence between gold and exchange … rates for different time scales, finding positive dependence between gold and US dollar depreciation against a wide set of …

This paper studies recurring annual events potentially introducing seasonality into gold prices. We analyze gold … statistically significant gold price changes. This “autumn effect” holds unconditionally and conditional on several risk factors. We … stock market, wedding season gold jewelery demand in India and negative investor sentiment due to shorter daylight time. The …

enhance investments in gold to avoid the element of ‘syubhah’ or doubts since gold has been used in the past for many … functions. Investment in gold has been in demand for the past few years especially in hedging strategies. In this paper, we … study the relationships between selected currencies in terms gold prices and their movements in volatility and correlation …

Investment in gold has been in demand for the past few years especially in hedging strategies. At the same time …, various calls for gold to go back to its historical function even before the coming of Islam have been popular among Islamic … supporting gold as a currency. Many studies have been dedicated to the relationships between gold and various commodities and …

prices: crude oil and gold. For the empirical analysis we use daily data from the period January 2, 1998 to June 30, 2014. To … stock market indexes. Third, only the price of gold depends on past values of stock market indexes for almost all sub-periods. …