Understanding the Nexus Between Emerging Stock Market Volatility and Gold Price Shocks
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Publisher
Springer Nature Switzerland
Link
https://link.springer.com/content/pdf/10.1007/978-3-031-35763-3_48
Reference34 articles.
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2. Baur, D., Lucey, B.: Is gold a hedge or a safe haven? An analysis of stocks. Bonds and Gold. SSRN Electron. J. 40 (2009). https://doi.org/10.2139/ssrn.952289
3. Baur, D.G., McDermott, T.K.: Is gold a safe haven? International evidence. J. Bank. Financ. 34(8), 1886–1898 (2010)
4. Beckmann, J., Berger, T., Czudaj, R.: Does gold act as a hedge or a safe haven for stocks? A smooth transition approach. Econ. Model. 48, 16–24 (2015)
5. Beckmann, J., Berger, T., Czudaj, R.: Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification. Empir. Econ. 56(3), 1117–1144 (2019)
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