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Original Articles

How does economic policy uncertainty drive gold–stock correlations? Evidence from the UK

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Ce Guo, Mengfan Zhao, Jingyu Li & Qiwei Xie. (2023) Gold spot and futures market cross-correlation and time-frequency volatility: an application of MF-ADCCA-AFD. Applied Economics Letters 30:19, pages 2832-2840.
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Jianbai Huang, Yingli Li, Muhammad Tahir Suleman & Hongwei Zhang. (2023) Effects of Geopolitical Risks on Gold Market Return Dynamics: Evidence from a Nonparametric Causality-in-quantiles Approach. Defence and Peace Economics 34:3, pages 308-322.
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Imran Yousaf, Shoaib Ali & Faisal Abbas. (2022) Spillovers and portfolio risk management of gold and stock markets: evidence from emerging Latin American markets. Macroeconomics and Finance in Emerging Market Economies 15:2, pages 160-176.
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Peterson K. Ozili. (2021) Economic policy uncertainty: are there regional and country correlations?. International Review of Applied Economics 35:5, pages 714-728.
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Xiaoling Yu, Yirong Huang & Kaitian Xiao. (2021) Global economic policy uncertainty and stock volatility: evidence from emerging economies. Journal of Applied Economics 24:1, pages 416-440.
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Rong Li, Sufang Li, Di Yuan & Keming Yu. (2020) Does economic policy uncertainty in the U.S. influence stock markets in China and India? Time-frequency evidence. Applied Economics 52:39, pages 4300-4316.
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Yinghua Ren, Qing Guo, Huiming Zhu & Wanming Ying. (2020) The effects of economic policy uncertainty on China’s economy: evidence from time-varying parameter FAVAR. Applied Economics 52:29, pages 3167-3185.
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Huiming Zhu, Rui Huang, Ningli Wang & Liya Hau. (2020) Does economic policy uncertainty matter for commodity market in China? Evidence from quantile regression. Applied Economics 52:21, pages 2292-2308.
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Jamal Bouoiyour, Refk Selmi & Mark E. Wohar. (2019) Safe havens in the face of Presidential election uncertainty: A comparison between Bitcoin, oil and precious metals . Applied Economics 51:57, pages 6076-6088.
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Yimin Zhou, Liyan Han & Libo Yin. (2018) Is the relationship between gold and the U.S. dollar always negative? The role of macroeconomic uncertainty. Applied Economics 50:4, pages 354-370.
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Articles from other publishers (29)

Bédi Guy Hervé DRAMA. (2023) Global economic policy uncertainty, oil shocks and volatility in some Southern African Development Community stock markets: A GARCH-MIDAS approach. Journal of Economics and International Finance 15:4, pages 85-98.
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Le Thanh Ha, Ahmed Bouteska, Salma Mefteh-Wali & Pham The Anh. (2023) Fluctuations in gold prices in Vietnam during the COVID-19 pandemic: Insights from a time-varying parameter autoregression model. Resources Policy 86, pages 104229.
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Hanen Atri, Hanen Teka & Saoussen Kouki. (2023) Does US full vaccination against COVID-19 immunize correspondingly S&P500 index: Evidence from the NARDL approach. Heliyon 9:4, pages e15332.
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Afees A. Salisu, Idris Adediran, Philip C. Omoke & Jean Paul Tchankam. (2023) Gold and tail risks. Resources Policy 80, pages 103154.
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Anna Golab, Deepa Bannigidadmath, Thach Ngoc Pham & Kannan Thuraisamy. (2022) Economic policy uncertainty and industry return predictability – Evidence from the UK. International Review of Economics & Finance 82, pages 433-447.
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Thomas C. Chiang. (2022) Can gold or silver be used as a hedge against policy uncertainty and COVID-19 in the Chinese market?. China Finance Review International 12:4, pages 571-600.
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Aamir Aijaz Syed & Muhammad Abdul Kamal. (2022) Does the Economic Policy Uncertainty in the USA and China Affect Indian Stock Markets Symmetrically and Asymmetrically? An Empirical Analysis of Pre- and Post-Coronavirus Disease 2019 Timelines. Global Business Review, pages 097215092211197.
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Abdulsalam Abidemi Sikiru & Afees A. Salisu. (2021) Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics. Quality & Quantity 56:4, pages 2199-2214.
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Thomas C. Chiang. (2022) The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices. Resources Policy 76, pages 102546.
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Samah Hazgui, Saber Sebai & Walid Mensi. (2021) Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index. Studies in Economics and Finance 39:3, pages 419-443.
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Faheem Aslam, Zil-e-huma, Rashida Bibi & Paulo Ferreira. (2022) Cross-correlations between economic policy uncertainty and precious and industrial metals: A multifractal cross-correlation analysis. Resources Policy 75, pages 102473.
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Jianbai Huang, Xuesong Dong, Jinyu Chen & Meirui Zhong. (2022) Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework. International Review of Economics & Finance 78, pages 433-445.
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Imran Yousaf, Hasan Hanif, Shoaib Ali & Syed Moudud-Ul-Huq. (2021) Linkages between gold and Latin American equity markets: portfolio implications. Journal of Economics, Finance and Administrative Science 26:52, pages 237-251.
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Muhammad Abubakr Naeem, Fiza Qureshi, Muhammad Arif & Faruk Balli. (2021) Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. Resources Policy 72, pages 102067.
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OlaOluwa S. Yaya, Nurudeen Abu & Tayo P. Ogundunmade. (2020) Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. Economic Change and Restructuring 54:2, pages 541-556.
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Imran Yousaf, Elie Bouri, Shoaib Ali & Nehme Azoury. (2021) Gold against Asian Stock Markets during the COVID-19 Outbreak. Journal of Risk and Financial Management 14:4, pages 186.
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Yingli Li, Jianbai Huang & Jinyu Chen. (2021) Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. Resources Policy 70, pages 101938.
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M. Kannadhasan & Debojyoti Das. (2020) Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach. Finance Research Letters 34, pages 101276.
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Giray Gozgor, Chi Keung Marco Lau, Xin Sheng & Larisa Yarovaya. (2019) The role of uncertainty measures on the returns of gold. Economics Letters 185, pages 108680.
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Gao CHAI, Da-ming YOU & Jin-yu CHEN. (2019) Dynamic response pattern of gold prices to economic policy uncertainty. Transactions of Nonferrous Metals Society of China 29:12, pages 2667-2676.
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Mobeen Ur Rehman, Nadia Asghar & Javed Hussain. (2019) Are disaggregate industrial returns sensitive to economic policy uncertainty. Physica A: Statistical Mechanics and its Applications 527, pages 121301.
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Thi-Hong-Van Hoang, Zhenzhen Zhu, Abdelbari El Khamlichi & Wing-Keung Wong. (2019) Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. Resources Policy 61, pages 617-626.
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Jamal Bouoiyour, Refk Selmi & Mark E. Wohar. (2018) Measuring the response of gold prices to uncertainty: An analysis beyond the mean. Economic Modelling 75, pages 105-116.
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Syed Ali Raza, Nida Shah & Muhammad Shahbaz. (2018) Does economic policy uncertainty influence gold prices? Evidence from a nonparametric causality-in-quantiles approach. Resources Policy 57, pages 61-68.
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Refk Selmi, Walid Mensi, Shawkat Hammoudeh & Jamal Bouoiyour. (2018) Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. Energy Economics 74, pages 787-801.
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Dinh Hoang Bach Phan, Susan Sunila Sharma & Vuong Thao Tran. (2018) Can economic policy uncertainty predict stock returns? Global evidence. Journal of International Financial Markets, Institutions and Money 55, pages 134-150.
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Wensheng Kang, Ronald A. Ratti & Joaquin L. Vespignani. (2017) Oil price shocks and policy uncertainty: New evidence on the effects of US and non-US oil production. Energy Economics 66, pages 536-546.
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Xiaorui Zhang & Di Mo. (2021) Do Unprecedented Shocks Drive the Dynamic Connectedness between Stock and Commodity Markets?. SSRN Electronic Journal.
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Peterson K Ozili. (2021) Economic Policy Uncertainty: Are There Regional and Country Correlation?. SSRN Electronic Journal.
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