This paper examines the dynamic relationships between gold and stock markets in China. Using daily gold and stock … between gold and stock and to check the effectiveness of gold as a hedge or a safe haven for stocks. Results showed that: (1 … to the increasing investment demand of gold, the hedging effect of gold on China’s stock market has strengthened …

This study adopts a copula wavelet approach to analyze dynamics of the gold price against bonds, stocks and exchange … rates based on disaggregation of the underlying relationships across different frequencies. We also examine whether gold … 1985, we find that the role of gold changes significantly after the collapse of Lehman Brothers in 2008. Gold is unable to …

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 …