; growth stocks, value stocks, large stocks, small stock, and sector's stock. Autoregressive distributive lag (ARDL) approach …Traditional assets, like stocks and bonds, are mostly found to be highly influenced by uncertainties, and cause … diversification benefits to cope with uncertainties. So, current research unveils the diversification characteristics of real estate …

diversification and limit risk mitigation potential. While international markets often exhibit strong price linkages, understanding …-movements within three key sectors-energy, metals, and agriculture-in the specific context of Pakistan. Utilizing data from 13 January … 2013 to 20 August 2020 and employing an autoregressive distributed lag (ARDL) model, we reveal a surprising finding: co …

Purpose This study aims to compare the safe-haven properties of different asset markets such as gold, dollar, oil and … disaggregated real estate sector (house, plot and residential) against equity returns in Pakistan over the monthly period of January … correlation of asset classes. Further, the authors also study the potential of diversification at the tail of returns distribution …

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 …

We study whether gold acts as a hedge or a safe haven in U.S. and the Indian stock markets. These two stock markets …, the BSE Sensex, and gold prices. We find that, for the period of our study, 1980-2020, gold has not served as a hedge or a … our study period. Gold returns do not exhibit a significant negative relationship with stock returns in any of the chosen …

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 …