In this study, we examine an empirical relationship between stock market volatility with the exchange rate and gold … negative impact of the exchange rate and gold price volatility on the stock market performance daily (monthly), supporting the … prices of an emerging market, "Pakistan", employing daily and monthly data (PSX-100 Index) covering from 2001: Q3 to 2018: Q2 …

conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily …, volatility integration has a larger and long-term impact. Therefore, the study endorses the views that gold, crude oil and IR …Literature is replete with evidence of market integration between crude oil, gold and interest rates (IR) with the …

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 …

Long-range dependency of the volatility of exchange-rate time series plays a crucial role in the evaluation of exchange … analysis. Findings from our analysis indicate that long-range dependence in volatility is observed and it is persistent across … horizons. However, this long-range dependence in volatility is most prominent at the horizon longer than daily. Policy …