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Can gold hedge against oil price movements : evidence from GARCH-EVT wavelet modeling
Wang, Xinya; Lucey, Brian M.; Huang, Shupei - In: Journal of commodity markets 27 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10014276632
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Does gold glitter in the long-run? : gold as a hedge and safe haven across time and investment horizon
Bredin, Donal; Conlon, Thomas; Potì, Valerio - In: International review of financial analysis 41 (2015), pp. 320-328
Persistent link: https://www.econbiz.de/10011509015
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An application of ADCC-GARCH and wavelet coherence to explore connectedness between stock markets and cryptocurrencies
Jana, Susovon; Pandey, Krishna Dayal; Sahu, Tarak Nath - In: International journal of electronic finance : IJEF 13 (2024) 2, pp. 168-195
Persistent link: https://www.econbiz.de/10015064350
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The risk premium of gold
Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, … - In: Journal of international money and finance 94 (2019), pp. 140-159
Persistent link: https://www.econbiz.de/10012135152
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Gold as a financial instrument
Gomis-Porqueras, Pedro; Shi, Shuping; Tan, David - In: Journal of commodity markets 27 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014276300
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Does gold serve as a hedge for the stock market in China? : evidence from a time-frequency analysis
Ming, Lei; Shen, Yao; Yang, Shenggang; Zhu, Sangzhi; … - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 3, pp. 659-672
Persistent link: https://www.econbiz.de/10012211492
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Connectedness and hedging between gold and Islamic securities : a new evidence from time-frequency domain approaches
Maghyereh, Aktham I.; Abdoh, Hussein; Awartani, Basel - In: Pacific-Basin finance journal 54 (2019), pp. 13-28
Persistent link: https://www.econbiz.de/10012133620
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Stock returns and inflation : a tale of two periods in India
Bhanja, Niyati; Dar, Arif Billah - In: Economic change and restructuring : empirical and … 52 (2019) 4, pp. 413-438
Persistent link: https://www.econbiz.de/10012258964
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Inflation hedging with commodities : a wavelet analysis of seven centuries worth of data
Zaremba, Adam; Umar, Zaghum; Mikutowski, Mateusz - In: Economics letters 181 (2019), pp. 90-94
Persistent link: https://www.econbiz.de/10012121850
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Is Gold a Hedge Against Inflation? A Wavelet Time-Scale Perspective
Conlon, Thomas - 2017
. In this paper, the ability of gold to dynamically hedge against inflation is examined for various holding periods using … the continuous wavelet transformation. Gold is first established as both a short- and long-term hedge against realized … inflation for a number of developed economies. Dynamic analysis demonstrates that these hedging properties are not limited to a …
Persistent link: https://www.econbiz.de/10012970874