Nothing Special   »   [go: up one dir, main page]

create a website
Causality and volatility patterns between gold prices and exchange rates. (2015). Czudaj, Robert ; Beckmann, Joscha ; Pilbeam, Keith.
In: The North American Journal of Economics and Finance.
RePEc:eee:ecofin:v:34:y:2015:i:c:p:292-300.

Full description at Econpapers || Download paper

Cited: 29

Citations received by this document

Cites: 29

References cited by this document

Cocites: 25

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173.

    Full description at Econpapers || Download paper

  2. The essential role of Russian geopolitics: A fresh perception into the gold market. (2023). Peculea, Adelina Dumitrescu ; Pirtea, Marilen Gabriel ; Su, Chi-Wei ; Qin, Meng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000181.

    Full description at Econpapers || Download paper

  3. Does happy Twitter forecast gold price?. (2023). Swamy, Vighneswara ; Lagesh, M A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000077.

    Full description at Econpapers || Download paper

  4. Can precious metals hedge the risks of Sino–US political relation?–Evidence from Toda–Yamamoto causality test in quantiles. (2023). Xiang, Feiyun ; Chang, Hao-Wen ; Cai, Yifei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006992.

    Full description at Econpapers || Download paper

  5. Will Gold Always Shine amid World Uncertainty?. (2022). Lobon, Oana-Ramona ; Umar, Muhammad ; Pang, Lidong ; Su, Chi-Wei.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:58:y:2022:i:12:p:3425-3438.

    Full description at Econpapers || Download paper

  6. Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar. (2022). Ahad, Muhammad ; Imran, Zulfiqar Ali.
    In: International Journal of Housing Markets and Analysis.
    RePEc:eme:ijhmap:ijhma-12-2021-0134.

    Full description at Econpapers || Download paper

  7. Does golds hedging uncertainty aura fade away?. (2022). Moldovan, Nicoleta-Claudia ; Lobon, Oana-Ramona ; Umar, Muhammad ; Pang, Lidong ; Su, Chi-Wei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200174x.

    Full description at Econpapers || Download paper

  8. The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices. (2022). Chiang, Thomas C.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420721005535.

    Full description at Econpapers || Download paper

  9. Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

    Full description at Econpapers || Download paper

  10. Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan. (2021). Imran, Zulfiqar Ali ; Ahad, Muhammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:107613.

    Full description at Econpapers || Download paper

  11. Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?. (2021). Manuj, Hemant.
    In: Risks.
    RePEc:gam:jrisks:v:9:y:2021:i:10:p:174-:d:645358.

    Full description at Econpapers || Download paper

  12. Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management. (2021). Tiwari, Aviral ; Gözgör, Giray ; Hammoudeh, Shawkat ; Gozgor, Giray ; Trabelsi, Nader.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920305560.

    Full description at Econpapers || Download paper

  13. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

    Full description at Econpapers || Download paper

  14. Deep belief network for gold price forecasting. (2020). Ci, Bicong ; Zhang, Pinyi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030307x.

    Full description at Econpapers || Download paper

  15. Structural Changes of the 21st Century and their Impact on the Gold Price. (2019). Singogo, Fwasa K ; Kaulihowa, Teresa ; Grynberg, Roman.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:11:y:2019:i:3:p:72-83.

    Full description at Econpapers || Download paper

  16. The analysis of factors affecting global gold price. (2019). Zhang, BO ; Ralescu, Dan A ; Qian, Yao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304337.

    Full description at Econpapers || Download paper

  17. Gold prices fluctuation of co-movement forecast between China and Russia. (2019). Chen, Guang ; Kong, Rui ; Zhong, Wanxing.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:218-230.

    Full description at Econpapers || Download paper

  18. Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan. (2019). Noor, Farzana ; Iqbal, Farhan ; Akbar, Muhammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:154-164.

    Full description at Econpapers || Download paper

  19. The role of uncertainty measures on the returns of gold. (2019). Gözgör, Giray ; Yarovaya, Larisa ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray .
    In: Economics Letters.
    RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303398.

    Full description at Econpapers || Download paper

  20. Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

    Full description at Econpapers || Download paper

  21. The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

    Full description at Econpapers || Download paper

  22. Gold Price Dynamics and the Role of Uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
    In: Chemnitz Economic Papers.
    RePEc:tch:wpaper:cep006.

    Full description at Econpapers || Download paper

  23. Does political instability affect exchange rates in Arab Spring countries?. (2017). Bouraoui, Taoufik ; Hammami, Helmi.
    In: Applied Economics.
    RePEc:taf:applec:v:49:y:2017:i:55:p:5627-5637.

    Full description at Econpapers || Download paper

  24. Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: MPRA Paper.
    RePEc:pra:mprapa:77324.

    Full description at Econpapers || Download paper

  25. Is gold worth an investment ? a case study of Malaysia. (2017). Masih, Abul ; Salman, Firdaus.
    In: MPRA Paper.
    RePEc:pra:mprapa:108469.

    Full description at Econpapers || Download paper

  26. On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test. (2017). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0357-z.

    Full description at Econpapers || Download paper

  27. Does oil predict gold? A nonparametric causality-in-quantiles approach. (2017). Shahbaz, Muhammad ; Balcilar, Mehmet ; Ozdemir, Zeynel Abidin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:52:y:2017:i:c:p:257-265.

    Full description at Econpapers || Download paper

  28. Dynamics between strategic commodities and financial variables: Evidence from Japan. (2016). LE, Thai-Ha ; Chang, Youngho.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:50:y:2016:i:c:p:1-9.

    Full description at Econpapers || Download paper

  29. Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Alagidede, P. ; Panagiotidis, T. ; Zhang, X. Causal relationship between stock prices and exchange rates. 2011 Journal of International Trade & Economic Development. 20 67-86

  2. Antonakakis, N. ; Kizys, R. Dynamic spillovers between commodity and currency markets. 2015 International Review of Financial Analysis. -

  3. Apergis, N. Can gold prices forecast the Australian dollar movements?. 2014 International Review of Economics & Finance. 29 75-82

  4. Bampinas, G. ; Panagiotidis, T. On the relationship between oil and gold before and after financial crisis: Linear, nonlinear and time-varying causality testing. 2015 Studies in Nonlinear Dynamics and Econometrics. -

  5. Baur, D. ; McDermott, T. Is gold a safe haven? International evidence. 2010 Journal of Banking & Finance. 34 1886-1898

  6. Beckers, S. ; Soenen, L. Gold: More attractive to non-U.S. than to U.S. investors?. 1984 Journal of Business Finance & Accounting. 11 107-112
    Paper not yet in RePEc: Add citation now
  7. Beckmann, J. ; Berger, T. ; Czudaj, R. Does gold act as a hedge or a safe haven for stocks? A smooth transition approach. 2015 Economic Modelling. 48 16-24

  8. Beckmann, J. ; Czudaj, R. Oil prices and effective dollar exchange rates. 2013 International Review of Economics & Finance. 27 621-636

  9. Beckmann, J. ; Czudaj, R. Volatility transmission in agricultural futures markets. 2014 Economic Modelling. 36 541-546

  10. Capie, F. ; Mills, T.C. ; Wood, G. Gold as a hedge against the dollar. 2005 Journal of International Financial Markets, Institutions and Money. 15 343-352

  11. Chen, Y.C. ; Rogoff, K.S. ; Rossi, B. Can exchange rates forecast commodity prices?. 2008 Quarterly Journal of Economics. 125 1145-1194

  12. Ciner, C. ; Gurdgiev, C. ; Lucey, B.M. Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates. 2013 International Review of Financial Analysis. 29 202-211

  13. Elder, J. An impulse-response-function for a vector autoregression with multivariate GARCH-in-mean. 2003 Economics Letters. 79 21-26

  14. Elder, J. ; Serletis, A. Oil price uncertainty. 2010 Journal of Money, Credit and Banking. 42 1137-1159

  15. Enders, W. ; Siklos, P. Cointegration and threshold adjustment. 2001 Journal of Business & Economic Statistics. 19 166-176

  16. Engle, R.F. ; Granger, C.W.J. Cointegration and error correction: Representation, estimation and testing. 1987 Econometrica. 55 251-276

  17. Engle, R.F. ; Kroner, K.F. Multivariate simultaneous generalized ARCH. 1995 Econometric Theory. 11 122-150

  18. Hoang, T.H.V. ; Wong, W.K. ; Zhu, Z. Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. 2015 Economic Modelling. 50 200-211

  19. Jain, A. ; Ghosh, S. Dynamics of global oil prices, exchange rate and precious metal prices in India. 2013 Resources Policy. 38 88-93

  20. Johansen, S. Statistical analysis of cointegration vectors. 1988 Journal of Economic Dynamics and Control. 12 231-254

  21. Joy, M. Gold and the US dollar: Hedge or haven?. 2011 Finance Research Letters. 8 120-131

  22. O’Connor, F.A. ; Lucey, B.M. ; Batten, J.A. ; Baur, D.G. The financial economics of gold – A survey. 2015 International Review of Financial Analysis. -

  23. Pagan, A. Econometric issues in the analysis of regressions with generated regressors. 1984 International Economic Review. 25 221-247

  24. Pukthuanthong, K. ; Roll, R. Gold and the dollar (and the euro, pound, and yen). 2011 Journal of Banking & Finance. 35 2070-2083

  25. Reboredo, J.C. Is gold a safe haven or a hedge for the US dollar? Implications for risk management. 2013 Journal of Banking & Finance. 37 2665-2676

  26. Reboredo, J.C. ; Rivera-Castro, M.A. Can gold hedge and preserve value when the US dollar depreciates?. 2014 Economic Modelling. 39 168-173

  27. Reboredo, J.C. ; Rivera-Castro, M.A. Gold and exchange rates: Downside risk and hedging at different investment horizons. 2014 International Review of Economics & Finance. 34 267-279

  28. Sjaastad, L.A. The price of gold and the exchange rates: Once again. 2008 Resources Policy. 33 118-124

  29. Sjaastad, L.A. ; Scacciallani, F. The price of gold and the exchange rate. 1996 Journal of International Money and Finance. 15 879-897

Cocites

Documents in RePEc which have cited the same bibliography

  1. Exchange Rate and Stock Price Nexus: Evidence from Ghana. (2022). Arhenful, Peter ; Fosu, Richard ; Owusu-Mensah, Mathew.
    In: Journal of Social and Development Sciences.
    RePEc:rnd:arjsds:v:12:y:2022:i:4:p:9-15.

    Full description at Econpapers || Download paper

  2. Asymmetric Effect and Dynamic Relationships Between Stock Prices and Exchange Rates Volatility. (2021). Mgadmi, Nidhal ; Bejaoui, Azza ; Moussa, Wajdi.
    In: Annals of Data Science.
    RePEc:spr:aodasc:v:8:y:2021:i:4:d:10.1007_s40745-020-00295-9.

    Full description at Econpapers || Download paper

  3. Are there asymmetric linkages between African stocks and exchange rates?. (2020). Owusu Junior, Peterson ; Tweneboah, George.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311559.

    Full description at Econpapers || Download paper

  4. Investigating the relationships between stock exchanges’ total trade and total value in Bangladesh. (2020). Sharif, Md Azmir ; Ahammad, Shaikh Mostak .
    In: International Journal of Science and Business.
    RePEc:aif:journl:v:4:y:2020:i:10:p:88-98.

    Full description at Econpapers || Download paper

  5. Relationship analysis of stocks prices and exchange rates of three leading Asian economies. (2020). Khera, Aastha.
    In: Theoretical and Applied Economics.
    RePEc:agr:journl:v:3(624):y:2020:i:3(624):p:179-192.

    Full description at Econpapers || Download paper

  6. On the relation between exchange rates and stock prices: a non-linear ARDL approach and asymmetry analysis. (2018). Bahmani-Oskooee, Mohsen ; Saha, Sujata.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:42:y:2018:i:1:d:10.1007_s12197-017-9388-8.

    Full description at Econpapers || Download paper

  7. Asymmetrical Linkages between Foreign Exchange and Stock Markets: Empirical Evidence through Linear and Non-Linear ARDL. (2018). Kouser, Rehana ; Luqman, Rabia.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:51-:d:165675.

    Full description at Econpapers || Download paper

  8. Linear and Non-Linear Causality Tests of Stock Price and Real Exchange Rate Interactions in Turkey. (2018). Gozde, Zafer Adali.
    In: Fiscaoeconomia.
    RePEc:fis:journl:180105.

    Full description at Econpapers || Download paper

  9. Quantile dependence between the stock, bond and foreign exchange markets – Evidence from the UK. (2018). Raza, Hamid ; Wu, Weiou.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:69:y:2018:i:c:p:286-296.

    Full description at Econpapers || Download paper

  10. An Analysis of Spillovers Between Islamic and Conventional Stock Bank Returns: Evidence from the GCC Countries. (2017). Benlagha, Noureddine ; Mseddi, Slim .
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:21:y:2017:i:2:p:91-132.

    Full description at Econpapers || Download paper

  11. Currency price risk and stock market returns in Africa: Dependence and downside spillover effects with stochastic copulas. (2017). ALAGIDEDE, PAUL ; Boako, Gideon.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:41:y:2017:i:c:p:92-114.

    Full description at Econpapers || Download paper

  12. Granger Causality Between Exchange Rate and Stock Price: A Toda Yamamoto Approach. (2017). Siami-Namini, Sima.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2017-04-70.

    Full description at Econpapers || Download paper

  13. Nonlinear Dependence between Stock Prices and Exchange Rate in Nigeria. (2016). EFFIONG, EKPENO.
    In: MPRA Paper.
    RePEc:pra:mprapa:74336.

    Full description at Econpapers || Download paper

  14. Price Bubbles Spillover among Asset Markets: Evidence from Iran. (2016). Shahrazi, Milad ; Elmi, Zahra Mila ; Rasekhi, Saeed.
    In: Iranian Economic Review (IER).
    RePEc:eut:journl:v:20:y:2016:i:4:p:501.

    Full description at Econpapers || Download paper

  15. Stock Returns and Exchange Rate Nexus in Ghana: A Bayesian Quantile Regression Approach. (2016). Frimpong, Joseph Magnus ; Omane-Adjepong, Maurice ; Boako, Gideon.
    In: South African Journal of Economics.
    RePEc:bla:sajeco:v:84:y:2016:i:1:p:149-179.

    Full description at Econpapers || Download paper

  16. CDS and Stock Market: Panel Evidence Under Cross-Section Dependency. (2015). Zeren, Feyyaz ; Esen, Sinan ; Halil Şimdi, .
    In: South-Eastern Europe Journal of Economics.
    RePEc:seb:journl:v:13:y:2015:i:1:p:31-46.

    Full description at Econpapers || Download paper

  17. Stock Prices and Exchange Rates Dynamics in South Africa: An application of Asymmetric Co-integration Approach. (2015). Ali, Hamisu ; Idris, Mansur ; Kofarmata, Yusuf Ibrahim .
    In: Journal of Economics Library.
    RePEc:ksp:journ5:v:2:y:2015:i:3:p:165-172.

    Full description at Econpapers || Download paper

  18. Dynamic Links between Exchange Rates and Stock Prices in Malaysia: An Asymmetric Cointegration analysis. (2015). Ali, Hamisu ; Maniam, Ganthi Selvi ; Mukhtar, Umar.
    In: Journal of Economics and Political Economy.
    RePEc:ksp:journ1:v:2:y:2015:i:3:p:411-417.

    Full description at Econpapers || Download paper

  19. Causality and volatility patterns between gold prices and exchange rates. (2015). Czudaj, Robert ; Beckmann, Joscha ; Pilbeam, Keith.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:292-300.

    Full description at Econpapers || Download paper

  20. Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia. (2014). Masih, Abul ; Kabir, Sarkar Humayun .
    In: MPRA Paper.
    RePEc:pra:mprapa:57007.

    Full description at Econpapers || Download paper

  21. Linear and nonlinear causality in the UK housing market: a regional approach. (2014). Panagiotidis, Theodore ; Kyriazakou, Eleni .
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:10429.

    Full description at Econpapers || Download paper

  22. On the linkages between stock prices and exchange rates: Evidence from the banking crisis of 2007–2010. (2014). Menla Ali, Faek ; Hunter, John ; Caporale, Guglielmo Maria.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:33:y:2014:i:c:p:87-103.

    Full description at Econpapers || Download paper

  23. Some thoughts on accurate characterization of stock market indexes trends in conditions of nonlinear capital flows during electronic trading at stock exchanges in global capital markets. (2013). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:49921.

    Full description at Econpapers || Download paper

  24. On the Linkages between Stock Prices and Exchange Rates: Evidence from the Banking Crisis of 2007-2010. (2013). Menla Ali, Faek ; Hunter, John ; Caporale, Guglielmo Maria.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4189.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-27 00:10:42 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.