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 …

between gold and stock and to check the effectiveness of gold as a hedge or a safe haven for stocks. Results showed that: (1 …This paper examines the dynamic relationships between gold and stock markets in China. Using daily gold and stock … to the increasing investment demand of gold, the hedging effect of gold on China’s stock market has strengthened …

and therefore allows to test whether gold acts as a hedge for stocks, the other one accounts for periods characterized by …This study deals with the issue whether gold actually exhibits the function of a hedge or a safe haven as often … findings show that gold serves as a hedge and a safe haven. However, this ability seems to be market-specific. In addition, by …

diversifier within a portfolio of financial assets (e.g., stocks and bonds).Gold’s correlation with other financial assets and …We find that gold has not performed particularly well compared to other assets. However, there is a place for gold …-related assets in institutional portfolios separate from commodities and energy equities. The role for gold lies in its …

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 …

metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized …

metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized …

between the green bonds and ESG stocks during tranquil and turbulent periods (e.g. COVID-19 and Russia-Ukraine War …Purpose - This research explores the spillovers and portfolio implications for green bonds and environmental, social …) spillover method and portfolio strategies (hedge ratio, optimal weights and hedging effectiveness) for the data starting from …

innovations to volatilities are correlated across assets and therefore can be used to measure and hedge geopolitical risk. We …