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Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches
16 references·0 citing·46 second hop
Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches (2018)Does gold act as a hedge against differen…The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2016)The role of news-based uncert…Oil prices, US stock return, and the dependence between their quantiles (2015)Oil prices, US stock return, …Is gold a hedge or safe haven against oil price movements? (2013)Is gold a hedge or safe haven…Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…Gold and the US dollar: Hedge or haven? (2011)Gold and the US dollar: Hedge…A consistent nonparametric test for nonlinear causality—Specification in time series regression (2011)A consistent nonparametric te…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…Causality in quantiles and dynamic stock return–volume relations (2009)Causality in quantiles and dy…Gold as a hedge against the dollar (2005)Gold as a hedge against the d…GOLD AS AN INFLATION HEDGE? (2004)GOLD AS AN INFLATION HEDGE?A test for independence based on the correlation dimension (1996)A test for independence based…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…What does the term structure tell us about future inflation? (1990)What does the term structure …Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. 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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1996A test for independence based on the correlation dimension3,526 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
  • 2015Oil prices, US stock return, and the dependence between their quantiles1,428 cited
  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
  • 2005Gold as a hedge against the dollar572 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 2013Is gold a hedge or safe haven against oil price movements?362 cited
  • 2016The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method337 cited
  • 2011A consistent nonparametric test for nonlinear causality—Specification in time series regression314 cited
  • 2004GOLD AS AN INFLATION HEDGE?283 cited
  • 2009Causality in quantiles and dynamic stock return–volume relations

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275 cited
  • 2011Gold and the US dollar: Hedge or haven?266 cited
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