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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 …
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Like no other calamitous event in recent memory, the COVID-19 pandemic has plunged the world’s financial system into … examine the multiscale interdependence structure of global equity, gold, and oil markets prior to and following the COVID-19 …, and kurtosis). With respect to the equity-gold nexus, we find that stock (gold) returns and volatility negatively …
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This paper examines the impact of the exchange rate, oil price and gold price on the Kuwaiti stock market using a … and will be reduced after eliminating the effect of the exchange rate. Regarding gold price, there is only a negative …
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