This study adopts a copula wavelet approach to analyze dynamics of the gold price against bonds, stocks and exchange … serve as a hedge in the classical sense while the findings for the period prior to 2008 mostly suggest that gold is able to … shield investors. Uncertainty measures display a surprising and time-varying relationship with the path of the gold price …

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 …

sample consists of fve prospective safe-haven assets-gold, bitcoin, the euro, the Japanese yen, and the Swiss franc-and fve … 225. Our fndings are useful for inves‑ tors searching for the best safe-haven assets among gold, bitcoin, and currencies … to hedge against fnancial turmoil in global stock markets. Our unique fndings suggest that safe-haven efects work …

Our study extends the existing literature by exploring the impact of three major risk and uncertainty indices on the … dependency structures between extreme economic policy uncertainty (EPU) shocks and the DJIM world, consumer goods, financials … the lower quantiles. In contrast, the basic materials and oil & gas sectors can hedge the EPU shocks better than the DJIM …

investor who holds a portfolio consisting of Australian conventional and Islamic indices, crude oil, gold, Bitcoin, and the … contribution lies in unveiling an Australian investor's diversification opportunities of a portfolio containing Bitcoin, gold, oil … volatility. The evidence further suggests that Australian investors may benefit from diversification with gold. Nonetheless, the …

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 …

Cryptocurrencies such as Bitcoin are establishing themselves as an investment asset and are often named the New Gold … variance properties of Bitcoin and Gold as well as other assets and nd differences in their structure. Secondly, we implement a … BEKK-GARCH model to estimate time-varying conditional correlations. Gold plays an important role in financial markets with …