Investment in gold: A bibliometric review and agenda for future research

D Pattnaik, MK Hassan, A DSouza, A Ashraf - Research in International …, 2023 - Elsevier
Significant surge in gold prices has attracted speculators, investors and intellectuals alike.
Factors driving gold prices, the effectiveness of gold price predictions, the economic viability …

Assessing the safe haven property of the gold market during COVID-19 pandemic

AA Salisu, ID Raheem, XV Vo - International Review of Financial Analysis, 2021 - Elsevier
This study examines the safe haven prowess of gold against some exogenous shocks due
to the COVID-19 pandemic. We further make a comparison of our findings with those …

Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency

S Qureshi, M Aftab, E Bouri, T Saeed - Physica A: Statistical Mechanics and …, 2020 - Elsevier
The extreme price swings and complexity in cryptocurrency markets drives multifarious
research into co-movements, in both time and frequency, among cryptocurrencies. In this …

Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis

W Hanif, W Mensi, M Alomari, JM Andraz - Resources Policy, 2023 - Elsevier
This paper investigates the tail dependence dynamics and asymmetric risk spillovers
between the futures of four important precious metals (gold, silver, platinum, and palladium) …

Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions

MA Naeem, F Qureshi, M Arif, F Balli - Resources Policy, 2021 - Elsevier
We investigate the interdependence between the returns of gold and Dow Jones world
Islamic index along with ten Islamic sectoral indices using quantile based methodologies …

Is gold a safe haven for exchange rate risks? An empirical study of major currency countries

KM Wang, YM Lee - Journal of Multinational Financial Management, 2022 - Elsevier
This study uses a TVP-VAR model to test whether gold is a safe haven for exchange rate
risks. The five major world currencies are examined: the Chinese renminbi, euro, British …

Can gold hedge the risk of fear sentiments?

CW Su, Y Liu, T Chang, M Umar - Technological and Economic …, 2023 - jest.vgtu.lt
This paper investigates the interaction between fear sentiments and gold price (GP) by
utilising the full-sample and sub-sample rolling-window bootstrap causality tests. It can be …

[PDF][PDF] Is the status of gold threatened by Bitcoin?

CW Su, M Qin, R Tao, X Zhang - Economic research-Ekonomska …, 2020 - hrcak.srce.hr
This paper evinces the ability of gold to avoid risks during periods with great fluctuations in
the Bitcoin market. We apply bootstrap full-and subsample rolling-window Granger causality …

Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries

W Mensi, D Maitra, R Selmi, XV Vo - Financial Innovation, 2023 - Springer
This study addresses whether gold exhibits the function of a hedge or safe haven as often
referred to in academia. It contributes to the existing literature by (i) revisiting this question …

Is gold a safe haven for the US dollar during extreme conditions?

A Azimli - International Economics, 2024 - Elsevier
This paper examines whether gold can act as a hedge/safe-haven asset for the US dollar
exchange rate risk against a broad range of currencies. Findings imply the important …