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Can Precious Metals Make Your Portfolio Shine?
9 references·16 citing·44 second hop
Can Precious Metals Make Your Portfolio Shine? (2009)Can Precious Metals Make Your Portfolio S…The Strategic and Tactical Value of Commodity Futures (2006)The Strategic and Tactical Va…Do Precious Metals Shine? An Investment Perspective (2006)Do Precious Metals Shine? An …Tactical Asset Allocation and Commodity Futures (2002)Tactical Asset Allocation and…Efficient use of commodity futures in diversified portfolios (2000)Efficient use of commodity fu…The Determinants of Stock Price Exposure: Financial Engineering and the Gold Mining Industry (1998)The Determinants of Stock Pri…Tests of the Market's Reaction to Federal Funds Rate Target Changes (1998)Tests of the Market's Reactio…Business conditions, monetary policy, and expected security returns (1996)Business conditions, monetary…Diversifying with Gold Stocks (1990)Diversifying with Gold StocksGold and Gold Stocks as Investments for Institutional Portfolios (1989)Gold and Gold Stocks as Inves…The safe-haven property of precious metal commodities in the COVID-19 era (2021)The safe-haven property of pr…How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets? (2021)How does economic policy unce…Safe-Haven Properties of Soft Commodities during Times of COVID-19 (2020)Safe-Haven Properties of Soft…Revisiting the valuable roles of commodities for international stock markets (2020)Revisiting the valuable roles…High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets (2019)High-frequency asymmetric vol…The financial economics of white precious metals — A survey (2017)The financial economics of wh…Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity (2017)Return spillovers between whi…Black swan events and safe havens: The role of gold in globally integrated emerging markets (2017)Black swan events and safe ha…Will precious metals shine? A market efficiency perspective (2015)Will precious metals shine? A…Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange (2015)Is gold good for portfolio di…Diamonds vs. precious metals: What shines brightest in your investment portfolio? (2015)Diamonds vs. precious metals:…Sharia compliant gold investment in Malaysia: Hedge or safe haven? (2014)Sharia compliant gold investm…Does gold offer a better protection against losses in sovereign debt bonds than other metals? (2014)Does gold offer a better prot…Should gold be included in institutional investment portfolios? (2013)Should gold be included in in…Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks (2012)Downside risk management and …Risk management of precious metals (2011)Risk management of precious m…Facts and Fantasies about Commodity Futures (2006)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is gold a safe haven? International evidence (2010)Gold price dynamics and the role of uncertainty (2018)Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications (2022)Generalized autoregressive conditional heteroskedasticity (1986)The macroeconomic determinants of volatility in precious metals markets (2010)Is gold the best hedge and a safe haven under changing stock market volatility? (2013)Does gold act as a hedge or a safe haven for stocks? A smooth transition approach (2014)Asset returns and inflation (1977)The federal funds rate and the channels of monetary transmission (1989)Forecasting International Equity Correlations (1994)Conditional Correlation and Volatility in CommodityFutures and Traditional Asset Markets (2009)On the diversification benefits of commodities from the perspective of euro investors (2012)Forecasting the price of gold using dynamic model averaging (2015)On Stock Market Returns and Monetary Policy (1997)Stock Return Predictability and The Role of Monetary Policy (1997)Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China (2020)Dividend yields and expected stock returns (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Reexamining Stock Valuation and Inflation: The Implications Of Analysts' Earnings Forecasts (2002)The impact of macroeconomic and non-macroeconomic forces on hotel stock returns (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)The Fundamentals of Commodity Futures Returns (2012)Financialization of Commodity Markets (2013)Momentum crashes (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Challenges to the practical implementation of modeling and valuing real options (1998)When Are Real Options Exercised? An Empirical Study of Mine Closings (2002)Corporate social responsibility and firm performance in the airline industry: The moderating role of oil prices (2013)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic? (2021)Does the Russia-Ukraine War Lead to Currency Asymmetries? A US Dollar Tale (2022)Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic? (2022)GOLD AS AN INFLATION HEDGE? (2004)Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon (2014)What precious metals act as safe havens, and when? Some US evidence (2014)
this work references cited by second hop

References

  • 2006The Strategic and Tactical Value of Commodity Futures1,037 cited
  • 2006Do Precious Metals Shine? An Investment Perspective479 cited
  • 1996Business conditions, monetary policy, and expected security returns363 cited
  • 1989Gold and Gold Stocks as Investments for Institutional Portfolios335 cited
  • 1998The Determinants of Stock Price Exposure: Financial Engineering and the Gold Mining Industry266 cited
  • 2000Efficient use of commodity futures in diversified portfolios188 cited
  • 1990Diversifying with Gold Stocks185 cited
  • 2002Tactical Asset Allocation and Commodity Futures123 cited
  • 1998Tests of the Market's Reaction to Federal Funds Rate Target Changes73 cited

Cited by

  • 2017Black swan events and safe havens: The role of gold in globally integrated emerging markets205 cited
  • 2014Does gold offer a better protection against losses in sovereign debt bonds than other metals?156 cited
  • 2017Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity110 cited
  • 2012Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks109 cited
  • 2011Risk management of precious metals106 cited
  • 2019

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

High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
105 cited
  • 2020Revisiting the valuable roles of commodities for international stock markets97 cited
  • 2017The financial economics of white precious metals — A survey95 cited
  • 2021The safe-haven property of precious metal commodities in the COVID-19 era95 cited
  • 2015Is gold good for portfolio diversification? A stochastic dominance analysis of the Paris stock exchange92 cited
  • 2021How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?83 cited
  • 2015Will precious metals shine? A market efficiency perspective75 cited
  • 2020Safe-Haven Properties of Soft Commodities during Times of COVID-1973 cited
  • 2015Diamonds vs. precious metals: What shines brightest in your investment portfolio?69 cited
  • 2014Sharia compliant gold investment in Malaysia: Hedge or safe haven?65 cited
  • 2013Should gold be included in institutional investment portfolios?58 cited