This paper focuses on testing possible linkages among international gold and ASEAN emerging markets based on daily data … examine possible short-run associations and the long-run cointegrations among the international gold and five emerging stock … of the short-run associations are observed from the gold market to the stock markets as well as from the stock markets to …

The COVID-19 pandemic raised the question whether gold and sovereign bonds are a safe haven during epidemics. To this … MSCI Emerging Markets Index with gold and the major sovereign bonds. We study the effectiveness as safe haven during the … epidemics caused by SARS, Ebola, Zika, Swine Flu, and COVID-19. Our results show that gold is a weak safe haven for stock market …

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 …

heteroskedasticity to investigate asymmetric cointegration and causal relationships between West Texas Intermediate Crude Oil and gold … an asymmetric long-run adjustment exists between gold and oil. Furthermore, the causality relationship shows that West … institutions who can use the findings here to gold prices based on oil prices. …

-of-sample forecasting environments. Furthermore, the predictive ability of our macro-financial measures frequently exceeds that of purely …

Michigan Surveys of Consumers. While these measures have been useful in developing models of forecasting inflation, the data …

This paper addresses the question of the selection of multivariate GARCH models in terms of variance matrix forecasting …