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 …

metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized …

metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized …

equity markets decline worldwide. Amidst this turbulent environment, plagued with uncertainty, investors have redirected … 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 …

. Although for many years it was considered that gold has the role of a safe haven, an increasing number of recent works … haven. Therefore, the paper examines whether gold and bitcoin, the latter as the best representative of cryptocurrencies …, can play the role of safe haven in relation to European indices. In the paper, this hypothesis was confirmed for gold and …

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 …

find evidence that several observable factors drive the difference of CDS and bonds, but both data sources still contain …

This study assesses the impact of the uncertainty caused by Brexit, on both the UK and international financial markets … financial markets are by nature highly interlinked, one might expect that the uncertainty engendered by Brexit also has an … (2008) method to estimate the time-varying interactions between UK policy uncertainty, which to a large extent is attributed …