One of the main reasons that investment advisors recommend international investments is that foreign stocks are not …

The main goal of the work is to present the empirical verification of the investment attractiveness in a given world …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily … data. We show that heterogeneity in correlations across a number of investment horizons between pairs of assets is a …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …

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 …

, enhances investment efficiency. Our empirical findings depict gold as a unique asset to reduce the portfolio risk especially in …This paper examines the volatility transmission mechanisms bivariately, between gold prices and alternatively, Turkish … economy, marked by the 2008 crisis. Our results confirm a bi-directional shock and volatility transmission between gold prices …

aims to fill this gap by empirically analysing the hedge and safe haven properties of gold against equity market investment …The hedge and safe haven properties of gold in advanced economies’ financial markets are well documented in the … also check whether our findings differ in the post-global crisis period. Our results show that for domestic investors, gold …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily … data. We show that heterogeneity in correlations across a number of investment horizons between pairs of assets is a …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …

, enhances investment efficiency. Our empirical findings depict gold as a unique asset to reduce the portfolio risk especially in …This paper examines the volatility transmission mechanisms bivariately, between gold prices and alternatively, Turkish … economy, marked by the 2008 crisis. Our results confirm a bi-directional shock and volatility transmission between gold prices …