The relationship between gold and the stock market has attracted considerable attention in both the academic literature … and financial media since gold is perceived a safe haven for equity. This describes the empirical phenomenon that gold … the role of gold as safe haven typically focus on returns, we also investigate the relationship between gold volatility …

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 …

competing models. We show that the forecasting gains translate into economically and statistically significant (risk …

The aim of this study is to investigate the relationships between the stock exchange, gold, and foreign exchange … returns in Turkey. The monthly data of the Istanbul Stock Exchange (ISE), foreign exchange and gold prices for the period 1990 …

risk affected the returns on stocks, oil, and gold during the GFC, COVID-19, and Russia-Ukraine war-three disruptive events … observe that GOLD offers better diversification opportunity as well as leading movement against WTI and DJGI during disruptive …