Which is the safe haven for emerging stock markets, gold or the US dollar?
Sign Up to like & getrecommendations! Published in 2018 at "Emerging Markets Review"
DOI: 10.1016/j.ememar.2017.12.006
Abstract: This paper examines whether gold or the US dollar is a safe haven for emerging stocks. By calculating the low-high tail dependence between markets via copulas and the downside risk gains of portfolios, we find… read more here.
Keywords: dollar; dollar safe; stock markets; gold dollar ... See more keywords
Analyzing Nexus between Crude Oil, Gold, Dollar and Equity Markets with Structural Break: ARDL Evidence from India
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DOI: 10.32479/ijeep.15678
Abstract: This paper explores the price relations between the Crude oil, Gold, US dollar, and equities during several economic episodes. The long- and short-term causal relationships between asset markets are examined in this study. The research… read more here.
Keywords: gold dollar; crude oil; equity markets; oil gold ... See more keywords