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Should gold be included in institutional investment portfolios?
16 references·5 citing·43 second hop
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this work references cited by second hop

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2002Has the Business Cycle Changed and Why?1,515 cited
  • 2006Facts and Fantasies about Commodity Futures1,389 cited
  • 2000Contagion: Understanding How It Spreads812 cited
  • 2005Gold as a hedge against the dollar572 cited
  • 2006Do Precious Metals Shine? An Investment Perspective479 cited
  • 2003NBER Macroeconomics Annual 2002471 cited
  • 2005Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis398 cited
  • 2006A power GARCH examination of the gold market386 cited
  • 2010An overview of global gold market and gold price forecasting372 cited
  • 1989Gold and Gold Stocks as Investments for Institutional Portfolios335 cited
  • 1995THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS320 cited
  • 2010Precious metals–exchange rate volatility transmissions and hedging strategies209 cited
  • 1990Diversifying with Gold Stocks

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185 cited

Cited by

  • 2020Revisiting the valuable roles of commodities for international stock markets97 cited
  • 2016The Price of Shelter - Downside Risk Reduction with Precious Metals93 cited
  • 2018Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices82 cited
  • 2018Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis35 cited
  • 2017Does intraday technical trading have predictive power in precious metal markets?25 cited