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The COVID–19 pandemic has shaken the global financial markets. Our study examines the role of gold as a safe haven … dynamic conditional correlations (DCCs) between intraday gold and international equity returns (S&P500, Euro Stoxx 50, Nikkei …, indicating that gold is a safe haven asset for these stock markets. However, gold has lost its property as a safe haven asset for …
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Do gold prices influence gold mining stocks? In this paper, we evaluate the hypothesis that the relationship between … the prices of gold and gold mining stocks should be asymmetric due to the embedded real option characteristics associated … with gold mining stocks. We use the cross-quatilogram to measure the relationship, we control for the effect of crude oil …
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of the MSCI World Banks Index, USEPU, and the FTSE All-World Index, and positive with cryptocurrency markets volatility …, VIX, and gold. Our results suggest that financial markets are more sensitive to CBDC Uncertainty than CBDC Attention as …
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during increased uncertainty. We further study the spillover patterns among clean energy, cryptocurrency, stock, and gold …
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