Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk

16 references·16 citing·39 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
2013Political uncertainty and risk premia2,375 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
2012Stock Market Volatility and Macroeconomic Fundamentals1,122 cited
2012GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS988 cited
2003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL887 cited
2008The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes878 cited
2013Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold556 cited
2006Do Precious Metals Shine? An Investment Perspective479 cited
2012Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach436 cited
2014Does gold act as a hedge or a safe haven for stocks? A smooth transition approach436 cited
2008International asset allocation under regime switching, skew, and kurtosis preferences400 cited
2013Is gold the best hedge and a safe haven under changing stock market volatility?396 cited

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

2006

A power GARCH examination of the gold market

386 cited

2019Geopolitical risk and oil volatility: A new insight302 cited

Cited by

2024Geopolitical risk and stock prices104 cited
2021Exploring the hedge and safe haven properties of cryptocurrency in policy uncertainty95 cited
2022Gold, bonds, and epidemics: A safe haven study81 cited
2022Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS75 cited
2023Border disputes, conflicts, war, and financial markets research: A systematic review75 cited
2023How do rare earth prices respond to economic and geopolitical factors?71 cited
2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system68 cited
2024A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price66 cited
2022Forecasting gold volatility with geopolitical risk indices44 cited
2021Does geopolitical risk and financial development matter for economic growth in MENA countries?37 cited
2021Nexus between Southeast Asian stock markets, bitcoin and gold: spillover effect before and during the COVID-19 pandemic34 cited
2022What do border disputes cost? Evidence from an emerging market33 cited
2022False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network29 cited
2024Nexus between natural resources and digital economy: The role of geopolitical risk27 cited
2024Spillover between investor sentiment and volatility: The role of social media27 cited
2024RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures27 cited