This study adopts a copula wavelet approach to analyze dynamics of the gold price against bonds, stocks and exchange … serve as a hedge in the classical sense while the findings for the period prior to 2008 mostly suggest that gold is able to … shield investors. Uncertainty measures display a surprising and time-varying relationship with the path of the gold price …

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 …

sample consists of fve prospective safe-haven assets-gold, bitcoin, the euro, the Japanese yen, and the Swiss franc-and fve … 225. Our fndings are useful for inves‑ tors searching for the best safe-haven assets among gold, bitcoin, and currencies … to hedge against fnancial turmoil in global stock markets. Our unique fndings suggest that safe-haven efects work …

bond markets, and investigate the role of gold as a hedge and safe haven asset from an ex-ante point of view. The results … show that gold is not expected to serve as hedge and safe haven for the bond and stock markets, but it is so realized ex …-post. Further, we find that gold is neither expected to be an inflation hedge nor is it realized. …

between gold and stock and to check the effectiveness of gold as a hedge or a safe haven for stocks. Results showed that: (1 …This paper examines the dynamic relationships between gold and stock markets in China. Using daily gold and stock … to the increasing investment demand of gold, the hedging effect of gold on China’s stock market has strengthened …

and therefore allows to test whether gold acts as a hedge for stocks, the other one accounts for periods characterized by …This study deals with the issue whether gold actually exhibits the function of a hedge or a safe haven as often … findings show that gold serves as a hedge and a safe haven. However, this ability seems to be market-specific. In addition, by …

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 …

diversifier within a portfolio of financial assets (e.g., stocks and bonds).Gold’s correlation with other financial assets and …We find that gold has not performed particularly well compared to other assets. However, there is a place for gold …-related assets in institutional portfolios separate from commodities and energy equities. The role for gold lies in its …