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

This study deals with the issue whether gold actually exhibits the function of a hedge or a safe haven as often … and therefore allows to test whether gold acts as a hedge for stocks, the other one accounts for periods characterized by … extreme market conditions where the volatility of the stock returns is high. The latter state enables us to test whether gold …

This study attempts to examine the price discovery process and volatility spillovers in Gold futures and spot markets … Bivariate ECM-EGARCH(1,1) model. The empirical result confirms that the spot market of Gold plays a dominant role and serves as … spot market to futures market and the spot market of gold have the capability to expose the all new information through the …

claims, previously believed to contain the world's largest gold deposit, were shown to be pure fraud. Our event study, based … on market returns for the Vancouver Composite Index and for a portfolio of 59 gold stocks, shows the effects of the Bre …

contract prices from the Commodity Exchange Inc. (COMEX), London Bullion Market Association (LBMA) and Shanghai Gold Exchange … market, COMEX and LBMA maintain their dominant positions and act as the net spillover spreaders in the world gold market with …