, inflation expectations, exchange rate changes and stock market volatility among others. Hence, forecasting the price of gold is …The price of gold is influenced by a wide range of local and global factors such as commodity prices, interest rates … allows both the forecasting model and the coefficients to change over time. Based on this framework, we systematically …

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 …

forecasting volatility. We outline the genesis of this approach from similar models of turbulent flows in statistical physics and …

The notion that investors shift to gold during economic market crises remains unverifed for many cryptocurrency markets …. This paper investigates the connectedness between the 10 most traded cryptocurrencies and gold as well as crude oil markets … analyses, we explore the relationship between these markets and assess the safe-haven properties of gold and crude oil for …

This paper investigates whether gold and silver can be considered safe havens by examining their long-run linkages with … 22 stock price indices. More specifically, the stochastic properties of the differential between gold/silver prices and … is found for the gold price differential vis-à-vis BEF, BSE, CAC, DOW, KLS, KS1, MXX, N100, NAS, NYA and SP5 and for both …

This paper investigates whether gold and silver can be considered safe havens by examining their long-run linkages with … 22 stock price indices. More specifically, the stochastic properties of the differential between gold/silver prices and … is found for the gold price differential vis-à-vis BEF, BSE, CAC, DOW, KLS, KS1, MXX, N100, NAS, NYA and SP5 and for both …