SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Why is gold different from other assets? An empirical investigation.
9 references·13 citing·42 second hop
Why is gold different from other assets? An empirical investigation. (2003)Why is gold different from other assets? …Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Investigating Causal Relation…Equity Trading Practices and Market Structure: Assessing Asset Managers’ Demand for Immediacy (2001)Equity Trading Practices and …Common Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data (1983)Money, Real Interest Rates, a…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Are Islamic investments still safe assets during the COVID‐19 pandemic? (2022)Are Islamic investments still…Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices (2020)Time and frequency domain qua…A study of factors influencing investor behaviour towards gold as an investment avenue with factor analysis (2020)A study of factors influencin…Can consumer price index predict gold price returns? (2016)Can consumer price index pred…Gold Investment from Islamic Perspective: The Case of Malaysia (2015)Gold Investment from Islamic …Income and price elasticity of gold import demand in India: Empirical evidence from threshold and ARDL bounds test cointegration (2014)Income and price elasticity o…Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission (2014)Identifying safe haven assets…Extreme Risk, Value-At-Risk And Expected Shortfall In The Gold Market (2014)Extreme Risk, Value-At-Risk A…Herd Behaviour and Gold Investment: A Perceptual Study of Retail Investors (2013)Herd Behaviour and Gold Inves…Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models (2013)Do bubbles occur in the gold …Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’ (2012)Testing for causality between…Enterprise systems in financial sector – an application in precious metal trading forecasting (2012)Enterprise systems in financi…The Price of Gold (2005)The Price of GoldA Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Why Does Stock Market Volatility Change Over Time? (1989)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Is gold a safe haven? International evidence (2010)Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange (2015)New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile (2016)Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons? (2023)The Causal Interpretation of Non-Triangular Systems of Economic Relations (1963)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)To Explain or to Predict? (2010)Testing for Granger non-causality in heterogeneous panels (2012)A General Equilibrium Approach To Monetary Theory (1969)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)Technological Innovation, Resource Allocation, and Growth* (2017)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds (2020)On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis (2021)Time-frequency connectedness among traditional/new energy, green finance, and ESG in pre- and post-Russia-Ukraine war periods (2023)Expectations and the neutrality of money (1972)MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)Mean Reversion in Stock Prices: Evidence and Implications (1987)A Variance Decomposition for Stock Returns (1990)Unit root tests in panel data: asymptotic and finite-sample properties (2002)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)The Determinants of Credit Spread Changes (2001)Credit Spreads and Business Cycle Fluctuations (2012)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2008Investigating Causal Relations by Econometric Models and Cross-Spectral Methods5,188 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 1983Money, Real Interest Rates, and Output: A Reinterpretation of Postwar U.S. Data245 cited
  • 2001Equity Trading Practices and Market Structure: Assessing Asset Managers’ Demand for Immediacy45 cited

Cited by

  • 2014Identifying safe haven assets for equity investors through an analysis of the stability of shock transmission91 cited
  • 2020Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices89 cited
  • 2016Can consumer price index predict gold price returns?65 cited
  • 2012Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’63 cited
  • 2014Income and price elasticity of gold import demand in India: Empirical evidence from threshold and ARDL bounds test cointegration

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

50 cited
  • 2013Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models49 cited
  • 2005The Price of Gold39 cited
  • 2012Enterprise systems in financial sector – an application in precious metal trading forecasting30 cited
  • 2014Extreme Risk, Value-At-Risk And Expected Shortfall In The Gold Market19 cited
  • 2020A study of factors influencing investor behaviour towards gold as an investment avenue with factor analysis13 cited
  • 2015Gold Investment from Islamic Perspective: The Case of Malaysia12 cited
  • 2013Herd Behaviour and Gold Investment: A Perceptual Study of Retail Investors11 cited
  • 2022Are Islamic investments still safe assets during the COVID‐19 pandemic?11 cited