SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Gold price and stock markets nexus under mixed-copulas
16 references·16 citing·34 second hopsampled
Gold price and stock markets nexus under mixed-copulas (2016)Gold price and stock markets nexus under …Does gold act as a hedge or a safe haven for stocks? A smooth transition approach (2014)Does gold act as a hedge or a…Is gold the best hedge and a safe haven under changing stock market volatility? (2013)Is gold the best hedge and a …Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Is gold a safe haven or a hed…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)Global financial crisis, extr…Measuring financial contagion: A Copula approach (2007)Measuring financial contagion…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)MODELLING ASYMMETRIC EXCHANGE…Dependence patterns across financial markets: a mixed copula approach (2006)Dependence patterns across fi…A power GARCH examination of the gold market (2006)A power GARCH examination of …Handbook of Heavy Tailed Distributions in Finance (2003)Handbook of Heavy Tailed Dist…An Introduction to Copulas (1999)An Introduction to CopulasUnderstanding Relationships Using Copulas (1998)Understanding Relationships U…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)The Joy of Copulas: Bivariate…Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities (2023)Spillovers and hedging betwee…Diversification evidence of bitcoin and gold from wavelet analysis (2023)Diversification evidence of b…Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches (2022)Does implied volatility (or f…Nexus between Southeast Asian stock markets, bitcoin and gold: spillover effect before and during the COVID-19 pandemic (2021)Nexus between Southeast Asian…Impact of macroeconomic variables on the performance of stock exchange: a systematic review (2021)Impact of macroeconomic varia…Gold against Asian Stock Markets during the COVID-19 Outbreak (2021)Gold against Asian Stock Mark…The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk (2020)The GOLD market as a safe hav…Revisiting the valuable roles of commodities for international stock markets (2020)Revisiting the valuable roles…How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models (2020)How COVID-19 upturns the hedg…Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices (2020)Gold and portfolio diversific…Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes (2020)Evaluation of cross-quantile …Risk spillovers and portfolio management between precious metal and BRICS stock markets (2019)Risk spillovers and portfolio…Measuring the response of gold prices to uncertainty: An analysis beyond the mean (2018)Measuring the response of gol…Forecasting gold futures market volatility using macroeconomic variables in the United States (2018)Forecasting gold futures mark…Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models (2018)Analysing dynamic dependence …How predictable are precious metal returns? (2016)How predictable are precious …Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Copula Methods in Finance (2004)A review of copula models for economic time series (2012)Selecting and estimating regular vine copulae and application to financial returns (2012)Portfolio Selection (1952)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Modelling oil price and exchange rate co-movements (2011)Individual investor perceptions and behavior during the financial crisis (2012)Do global factors impact BRICS stock markets? A quantile regression approach (2014)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multivariate Simultaneous Generalized ARCH (1995)Copula Modeling: An Introduction for Practitioners (2007)GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (2012)SRISK: A conditional capital shortfall measure of systemic risk (2017)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)On Default Correlation (2000)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Judgment Under Uncertainty: Heuristics and Biases. (1984)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Goodness-of-fit tests for copulas: A review and a power study (2007)The t Copula and Related Copulas (2007)Enjoy the Joy of Copulas: With a Packagecopula (2007)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Introductory Econometrics for Finance (2008)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1999An Introduction to Copulas7,743 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask1,622 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
  • 2007Measuring financial contagion: A Copula approach826 cited
  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals790 cited
  • 2010Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure?559 cited
  • 2013Is gold a safe haven or a hedge for the US dollar? Implications for risk management515 cited
  • 2014Does gold act as a hedge or a safe haven for stocks? A smooth transition approach436 cited
  • 2013Is gold the best hedge and a safe haven under changing stock market volatility?396 cited
  • 2006Dependence patterns across financial markets: a mixed copula approach393 cited
  • 2003Handbook of Heavy Tailed Distributions in Finance

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

387 cited
  • 2006A power GARCH examination of the gold market386 cited
  • Cited by

    • 2020The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk154 cited
    • 2020How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models145 cited
    • 2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean115 cited
    • 2020Revisiting the valuable roles of commodities for international stock markets97 cited
    • 2020Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes94 cited
    • 2021Impact of macroeconomic variables on the performance of stock exchange: a systematic review73 cited
    • 2021Gold against Asian Stock Markets during the COVID-19 Outbreak71 cited
    • 2023Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities67 cited
    • 2019Risk spillovers and portfolio management between precious metal and BRICS stock markets62 cited
    • 2020Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices54 cited
    • 2018Forecasting gold futures market volatility using macroeconomic variables in the United States52 cited
    • 2023Diversification evidence of bitcoin and gold from wavelet analysis49 cited
    • 2022Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches42 cited
    • 2018Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models38 cited
    • 2021Nexus between Southeast Asian stock markets, bitcoin and gold: spillover effect before and during the COVID-19 pandemic34 cited
    • 2016How predictable are precious metal returns?33 cited