Is gold a safe haven? International evidence

DG Baur, TK McDermott - Journal of Banking & Finance, 2010 - Elsevier
The aim of this paper is to examine the role of gold in the global financial system. We test the
hypothesis that gold represents a safe haven against stocks of major emerging and …

Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold

DG Baur, BM Lucey - Financial review, 2010 - Wiley Online Library
Is gold a hedge, defined as a security that is uncorrelated with stocks or bonds on average,
or is it a safe haven, defined as a security that is uncorrelated with stocks and bonds in a …

Stock market uncertainty and the stock-bond return relation

R Connolly, C Stivers, L Sun - Journal of Financial and Quantitative …, 2005 - cambridge.org
We examine whether time variation in the comovements of daily stock and Treasury bond
returns can be linked to measures of stock market uncertainty, specifically the implied …

Financialization in commodity markets: A passing trend or the new normal?

Z Adams, T Glück - Journal of Banking & Finance, 2015 - Elsevier
In this paper, we show that large inflows into commodity investments, a recent phenomenon
known as financialization, has changed the behavior and dependence structure between …

Stock market volatility: A systematic review

B Dhingra, S Batra, V Aggarwal, M Yadav… - Journal of Modelling in …, 2024 - emerald.com
Purpose The increasing globalization and technological advancements have increased the
information spillover on stock markets from various variables. However, there is a dearth of a …

Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets

TC Chiang - China Finance Review International, 2021 - emerald.com
Purpose This paper investigates the impact of a change in economic policy uncertainty (Δ
EPU t) and the absolute value of a change in geopolitical risk (| Δ GPR t|) on the returns of …

The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR

TLD Huynh - Resources Policy, 2020 - Elsevier
This study employs a fresh perspective to investigate the causal relationship between
uncertainty, measured via the two proxies of Economic Policy Uncertainty (EPU) and the …

Flights and contagion—An empirical analysis of stock–bond correlations

DG Baur, BM Lucey - Journal of Financial stability, 2009 - Elsevier
This paper analyzes the existence of flights from stocks to bonds and vice versa. We
propose a definition and a test for flight-to-quality, flight-from-quality and cross-asset …

Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds markets

S Ali, I Yousaf, Z Umar - Review of Behavioral Finance, 2022 - emerald.com
Infectious disease (COVID-19)-related uncertainty and the safe-haven features of bonds
markets | Emerald Insight Books and journals Case studies Expert Briefings Open Access …

Stock and bond market liquidity: A long-run empirical analysis

RY Goyenko, AD Ukhov - Journal of Financial and Quantitative …, 2009 - cambridge.org
This paper establishes liquidity linkage between stock and Treasury bond markets. There is
a lead-lag relationship between illiquidity of the two markets and bidirectional Granger …