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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 …
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To find out if gold remains to be unlinked with the crude oil market after the 2008 financial crisis, we investigated … how long-run price linkages and price causalities among crude oil and gold markets changed before and after the crisis. To … found little evidence that gold began to have a price linkage with the crude oil market after the 2008 financial crisis …
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This study examines the responses of Bitcoin and gold to categorical financial stress and compares the responses before … and during the COVID-19 pandemic. The OLS and Quantile regression estimations revealed that gold and Bitcoin exhibit … similar reactions in full and pre COVID-19 samples. Gold and Bitcoin respond positively to equity valuation and safe assets …
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gold still demonstrates the qualities of a safe haven investment during unprecedented events like the COVID-19 pandemic and … rolling regression between gold and the S&P500 index was employed, taking into account the time-varying properties of daily … with the COVID-19 pandemic and the initiation of the Ukrainian war. These results offer empirical evidence that gold …
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