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 …

Literature is replete with evidence of market integration between crude oil, gold and interest rates (IR) with the … conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily … association of gold, crude oil and the yield on the ER are significant for both shocks and persistence. It confirms the economic …