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 …

This paper explores the relationship between inflation expectations and gold returns of monthly and annual maturities …, indicating that the hedging ability of gold prices exists only in the long term during crisis periods. Therefore, the findings … gold at all wavelet scales for the two types of maturities. The continuous wavelet transformation based Granger …