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Gold investment as an inflationary hedge: cointegration evidence with allowance for endogenous structural breaks

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References

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2016Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach217 cited
2012Gold as an inflation hedge in a time-varying coefficient framework213 cited
2015Are gold and silver a hedge against inflation? A two century perspective182 cited
2009Gold prices, cost of carry, and expected inflation180 cited

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2010Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model162 cited

2014On the economic determinants of the gold–inflation relation157 cited

2017Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries143 cited

2014The gold price in times of crisis136 cited

2020Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model124 cited

2014Return and volatility transmission between gold and stock sectors: Application of portfolio management and hedging effectiveness115 cited

2016The connectedness between crude oil and financial markets: Evidence from implied volatility indices105 cited

2017Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model101 cited

2014Can gold hedge and preserve value when the US dollar depreciates?96 cited

2015What do scientists know about inflation hedging?94 cited

2015The impact of crude oil price on Islamic stock indices of South East Asian countries: Evidence from MGARCH-DCC and wavelet approaches91 cited

2017Does gold act as a hedge against inflation in the UK? Evidence from a fractional cointegration approach over 1257 to 201679 cited