Is gold a hedge against inflation? A wavelet time-scale perspective
Sign Up to like & getrecommendations! Published in 2018 at "Review of Quantitative Finance and Accounting"
DOI: 10.1007/s11156-017-0672-7
Abstract: Among the many presumed characteristics of gold, the ability to act as an enduring store of value is frequently noted. In this paper, the ability of gold to dynamically hedge against inflation is examined for… read more here.
Keywords: hedge inflation; gold hedge; gold; wavelet ... See more keywords
Is gold a hedge and safe haven for stock market?
Sign Up to like & getrecommendations! Published in 2018 at "Applied Economics Letters"
DOI: 10.1080/13504851.2018.1537469
Abstract: ABSTRACT The paper aims to examine the hedge and safe haven properties of gold relative to Dow Jones stock industry indices using quantile-GARCH approach. Splitting the sample period into two sub-periods, our results show that… read more here.
Keywords: gold hedge; hedge safe; hedge; oil gas ... See more keywords