The financial economics of gold—A survey
We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …
including the papers in this special issue of International Review of Financial Analysis to …
Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
In this study, we compare the safe-haven properties of Bitcoin, gold, and the commodity
index against world, developed, emerging, USA, and Chinese stock market indices for the …
index against world, developed, emerging, USA, and Chinese stock market indices for the …
Is Bitcoin a better safe-haven investment than gold and commodities?
This paper addresses the timely question of whether Bitcoin exhibits a safe-haven property
for stock market investments during extreme market conditions and whether such a property …
for stock market investments during extreme market conditions and whether such a property …
Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
This paper examines the asymmetric impact of gold prices, oil prices and their associated
volatilities on stock markets of emerging economies. Monthly data are used for the period …
volatilities on stock markets of emerging economies. Monthly data are used for the period …
On the return-volatility relationship in the Bitcoin market around the price crash of 2013
E Bouri, G Azzi, AH Dyhrberg - Economics, 2017 - degruyter.com
The authors examine the relation between price returns and volatility changes in the Bitcoin
market using a daily database denominated in US dollar. The results for the entire period …
market using a daily database denominated in US dollar. The results for the entire period …
Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak
Adverse ecological effects have recently generated several eco-friendly investment
opportunities including green and climate bonds. Although climate bonds have emerged as …
opportunities including green and climate bonds. Although climate bonds have emerged as …
Economic uncertainty and national bitcoin trading activity
J Wüstenfeld, T Geldner - The North American Journal of Economics and …, 2022 - Elsevier
This study analyzes the dynamics between bitcoin trading, price activities, and economic
surprise shocks from a broad and novel perspective on a national level. We start by …
surprise shocks from a broad and novel perspective on a national level. We start by …
Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold
J Junttila, J Pesonen, J Raatikainen - Journal of International Financial …, 2018 - Elsevier
Based on daily data from 1989 to 2016 we find that the correlations between gold and oil
market futures and equity returns in the aggregate US market, and specifically in the energy …
market futures and equity returns in the aggregate US market, and specifically in the energy …
Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices
The emerging economy of India counts gold and oil amongst its top imports, suggesting that
the prices of these resources affect the domestic inflation and stock market. Expectations on …
the prices of these resources affect the domestic inflation and stock market. Expectations on …
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models
This paper investigates the presence of asymmetric volatility dynamics in Bitcoin, Ethereum,
Ripple, and Litecoin. Asymmetric effects between good and bad news are traditionally …
Ripple, and Litecoin. Asymmetric effects between good and bad news are traditionally …