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Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals
16 references·2 citing·44 second hop
Hedging U.S. metals & mining Industry's credit risk with industrial and precious metals (2019)Hedging U.S. metals & mining Industry's c…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…Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Correlations and volatility s…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…Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)Financial crises and stock ma…Handbook of Financial Time Series (2009)Handbook of Financial Time Se…Do Precious Metals Shine? An Investment Perspective (2006)Do Precious Metals Shine? An …Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…Gold as a hedge against the dollar (2005)Gold as a hedge against the d…The relationship between credit default swap spreads, bond yields, and credit rating announcements (2004)The relationship between cred…Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Corporate Yield Spreads: Defa…GO‐GARCH: a multivariate generalized orthogonal GARCH model (2002)GO‐GARCH: a multivariate gene…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Bivariate garch estimation of the optimal commodity futures Hedge (1991)Bivariate garch estimation of…Modelling the iron ore price index: A new perspective from a hybrid data reconstructed EEMD-GORU model (2020)Modelling the iron ore price …Exploring the time and frequency domain connectedness of oil prices and metal prices (2019)Exploring the time and freque…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)A Retrospective on the Classical Gold Standard, 1821-1931 (1984)Exchange rate exposure, hedging, and the use of foreign currency derivatives (2001)From Principles of Political Economy (2005)Does gold act as a hedge or a safe haven for stocks? 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this work references cited by second hop

References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 cited
  • 2004The relationship between credit default swap spreads, bond yields, and credit rating announcements1,008 cited
  • 1991Bivariate garch estimation of the optimal commodity futures Hedge729 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • 2005Gold as a hedge against the dollar572 cited
  • 2013Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold556 cited
  • 2013Is gold a safe haven or a hedge for the US dollar? Implications for risk management515 cited
  • 2006Do Precious Metals Shine? An Investment Perspective479 cited
  • 2002GO‐GARCH: a multivariate generalized orthogonal GARCH model475 cited

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  • 2010Financial crises and stock market contagion in a multivariate time-varying asymmetric framework424 cited
  • 2009Handbook of Financial Time Series406 cited
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    • 2019Exploring the time and frequency domain connectedness of oil prices and metal prices78 cited
    • 2020Modelling the iron ore price index: A new perspective from a hybrid data reconstructed EEMD-GORU model46 cited