Showing 41 - 50 of 114,705
This paper assesses the role of gold as a hedge or safe haven against oil price movements. We use an approach based on … would indicate that gold cannot hedge against oil price movements; and (b) there is tail independence between the two … September 2011 revealed the following: (a) there is positive and significant average dependence between gold and oil, which …
Persistent link: https://www.econbiz.de/10010665006
This paper looks into the role of gold as a safe haven against stocks during recessions and bear markets. Following … time varying conditional covariances between gold and stocks returns. Third, we test if long run relationships exist … between gold and stocks and explore whether they can be used to construct portfolios immune to crises. The regressions are run …
Persistent link: https://www.econbiz.de/10008472422
bond markets, and investigate the role of gold as a hedge and safe haven asset from an ex-ante point of view. The results … show that gold is not expected to serve as hedge and safe haven for the bond and stock markets, but it is so realized ex …-post. Further, we find that gold is neither expected to be an inflation hedge nor is it realized. …
Persistent link: https://www.econbiz.de/10011776721
gold and other precious metals as hedging vehicles and safe haven assets against losses in sovereign bonds. However, the … outcome of the hedge and safe haven properties is not always consistent across the different bonds. Finally, our analysis …It is a commonly held view that gold protects investors’ wealth in the event of negative economic conditions. In this …
Persistent link: https://www.econbiz.de/10010738274
equity markets decline worldwide. Amidst this turbulent environment, plagued with uncertainty, investors have redirected … gold still demonstrates the qualities of a safe haven investment during unprecedented events like the COVID-19 pandemic and … rolling regression between gold and the S&P500 index was employed, taking into account the time-varying properties of daily …
Persistent link: https://www.econbiz.de/10014480968
. Although for many years it was considered that gold has the role of a safe haven, an increasing number of recent works … haven. Therefore, the paper examines whether gold and bitcoin, the latter as the best representative of cryptocurrencies …, can play the role of safe haven in relation to European indices. In the paper, this hypothesis was confirmed for gold and …
Persistent link: https://www.econbiz.de/10014558435
. Although for many years it was considered that gold has the role of a safe haven, an increasing number of recent works … haven. Therefore, the paper examines whether gold and bitcoin, the latter as the best representative of cryptocurrencies …, can play the role of safe haven in relation to European indices. In the paper, this hypothesis was confirmed for gold and …
Persistent link: https://www.econbiz.de/10014312306
This research investigated the performance of a dynamic portfolio that consists of sustainable/ethical stocks and gold …. The main purpose of this study is to prove that the inclusion of gold in sustainable/ethical stocks portfolios could … sustainable investments. Additionally, this research used gold from 2013 to 2019. This study is able to provide evidence regarding …
Persistent link: https://www.econbiz.de/10013199857
This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major … results show that Bitcoin acts as a hedge for investors in most of the developing countries such as Brazil, Russia, India and … investments. Furthermore, it distinguishes the benefits of Bitcoin as a diversifier, hedge and safe haven to investors in the …
Persistent link: https://www.econbiz.de/10012657505
This research investigated the performance of a dynamic portfolio that consists of sustainable/ethical stocks and gold …. The main purpose of this study is to prove that the inclusion of gold in sustainable/ethical stocks portfolios could … sustainable investments. Additionally, this research used gold from 2013 to 2019. This study is able to provide evidence regarding …
Persistent link: https://www.econbiz.de/10012618904