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Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation

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References

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
1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
2005Gold as a hedge against the dollar572 cited
2014Do global factors impact BRICS stock markets? A quantile regression approach430 cited
2013Is gold the best hedge and a safe haven under changing stock market volatility?396 cited
2012Gold as an inflation hedge in a time-varying coefficient framework213 cited
2010Evaluating Value-at-Risk Models via Quantile Regression179 cited

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2022Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS75 cited
2017Dependence of stock markets with gold and bonds under bullish and bearish market states71 cited
2021Predicting Gold and Silver Price Direction Using Tree-Based Classifiers

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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

2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?62 cited

2020Are there any other safe haven assets? Evidence for “exotic” and alternative assets59 cited

2022A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy56 cited

2021COVID-19 pandemic and the safe haven property of Bitcoin54 cited

2022Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis54 cited

2018Is gold a hedge and safe haven for stock market?53 cited

2019Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria48 cited

2022The OWA operator in multiple linear regression36 cited