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 …

We study whether gold acts as a hedge or a safe haven in U.S. and the Indian stock markets. These two stock markets …, the BSE Sensex, and gold prices. We find that, for the period of our study, 1980-2020, gold has not served as a hedge or a … our study period. Gold returns do not exhibit a significant negative relationship with stock returns in any of the chosen …

This paper contributes to the literature on safe haven assets, analyzing gold and the Swiss Franc's defensive … notably higher than that of gold-hedged portfolios. Value-at-Risk simulations, assuming equal or "optimal" portfolio weights …

oil (OVX), gold (GVZ), and S&P500 (VIX) markets (considered in log-difference). We use weekly data and resort to DCC … Bahrain correlates weakly to shocks in oil, gold, and VIX. The most striking results feature extra sensitivity of Saudi Arabia …