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 …

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 …

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 …

. The analysis finds that green bonds act more as a hedge than a safe haven against economic policy uncertainty (EPU). In … bonds, clean energy stocks, and global rare earth elements. A dynamic conditional correlation-multivariate generalized … the case of diversification, green bonds work as diversifiers with clean energy stocks and rare earth elements during …

the Islamic stock market of Indonesia provides a full hedge against actual, while the conventional stock market does not …

-haven assets after Covid-19. To do that, we compare both hedge and safe-haven properties of gold, Bitcoin, and crude oil against G … show that the hedging effectiveness of gold, Bitcoin, and crude oil varies overtime before the Covid-19 pandemic …

spillovers mostly run from stocks to bonds and exhibit a time-varying pattern over all three stages of the crisis in most … countries. Regarding the volatility spillovers, such spillovers from bond returns to those of stocks are stronger than the other …

forecasting accuracy significantly. Higher uncertainty is found to increase the leverage and macro effects from credit and … commodity markets on stock market realized volatility. Specifically, Economic Policy Uncertainty is shown to be one of the main …