Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis
Author:
Funder
Slovak Research and Development Agency
Slovak Grant Agency
Publisher
Elsevier BV
Subject
Finance
Reference16 articles.
1. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;Financ. Rev.,2010
2. Is gold a safe haven? International evidence;Baur;J. Bank. Finance,2010
3. Financial contagion and the real economy;Baur;J. Bank. Finance,2012
4. Hedges and safe havens: an examination of stocks, bonds, gold, oil and exchange rates;Ciner;Int. Rev. Financ. Anal.,2013
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