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 …

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 …

This article analyzes the relationship between gold quoted on the Shanghai Gold Exchange and Chinese sectorial stocks … reduce their risk. Gold appears to be the most efficient diversifier for stocks of the materials sector and the less … efficient for the utilities sector. As a robustness check, we also compare gold to oil and indicate that gold is more efficient …

industry sectors and EMU countries and find that the effect is heterogeneous, with financial stocks and the economy of Southern …

We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the … correlations between oil and stock markets returns during turbulent phases in the oil market, for all countries in our sample. Our …

The price of gold is influenced by a wide range of local and global factors such as commodity prices, interest rates …, inflation expectations, exchange rate changes and stock market volatility among others. Hence, forecasting the price of gold is … evaluate a large set of possible gold price determinants and use both the predictive likelihood and the mean squared error as a …