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Gold and the US dollar: Hedge or haven?

  • Published:2011-09 Issue:3 Volume:8 Page:120-131
  • ISSN:1544-6123
  • Container-title:Finance Research Letters
  • language:en
  • Short-container-title:Finance Research Letters

Author:

Joy Mark

Publisher

Elsevier BV

Subject

Finance

Reference39 articles.

1. Exchange rate exposure, hedging, and the use of foreign currency derivatives;Allayannis;Journal of International Money and Finance,2001

2. Exchange-rate hedging: financial versus operational strategies;Allayannis;American Economic Review,2001

3. Real time price discovery in global stock, bond and foreign exchange markets;Andersen;Journal of International Economics,2007

4. The message in daily exchange rates: a conditional variance tale;Baillie;Journal of Business and Economic Statistics,1989

5. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur,2006

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