We show that the statistical properties of gold are negatively correlated with equities and that including Gold in a … portfolio will provide diversification benefits. As there is no consensus on the proportion of gold that should be included in a …

This paper presents and explains the newly rediscovered and transcribed daily market gold price from 1919-1968 for the … world's main gold market during the period, the London Gold Fixing Auction. The paper highlights several novel features … previously not discussed in the literature, such as gold prices fluctuating at the daily Gold Fixing even during the two Gold …

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 …