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Applied Economics Letters Volume 22, 2015 - Issue 1
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Original Articles

What precious metals act as safe havens, and when? Some US evidence

Brian M. LuceySchool of Business, Trinity College Dublin, Dublin, Ireland;Institute for International Integration Studies, Trinity College Dublin, Dublin, IrelandCorrespondence[email protected]
&
Sile LiSchool of Business, Trinity College Dublin, Dublin, Ireland
Pages 35-45 | Published online: 21 Jul 2014

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Ismail Fasanya & Oluwatomisin Oyewole. (2023) Dynamic spillovers between precious metals and travel & tourism stocks in South-East Asia: do infectious disease outbreaks matter?. Economic Research-Ekonomska Istraživanja 36:1.
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Afees A. Salisu & Rangan Gupta. (2022) Commodity Prices and Forecastability of International Stock Returns over a Century: Sentiments versus Fundamentals with Focus on South Africa. Emerging Markets Finance and Trade 58:9, pages 2620-2636.
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Jose Arreola Hernandez, Sang Hoon Kang & Seong-Min Yoon. (2022) Spillovers and portfolio optimization of precious metals and global/regional equity markets. Applied Economics 54:20, pages 2320-2342.
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Massimiliano Barbi, Hélyette Geman & Silvia Romagnoli. (2020) Diamonds and precious metals for reduction of portfolio tail risk. Applied Economics 52:26, pages 2841-2861.
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Anders Stensås, Magnus Frostholm Nygaard, Khine Kyaw & Sirimon Treepongkaruna. (2019) Can Bitcoin be a diversifier, hedge or safe haven tool?. Cogent Economics & Finance 7:1.
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Felix Scheller & Benjamin R. Auer. (2018) How does the choice of Value-at-Risk estimator influence asset allocation decisions?. Quantitative Finance 18:12, pages 2005-2022.
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Andrew Urquhart. (2017) How predictable are precious metal returns?. The European Journal of Finance 23:14, pages 1390-1413.
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Adrian Fernandez-Perez, Bart Frijns & Alireza Tourani-Rad. (2017) Precious metals, oil and the exchange rate: contemporaneous spillovers. Applied Economics 49:38, pages 3863-3879.
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Chung-Shin Liu, Meng-Shiuh Chang, Ximing Wu & Chin Man Chui. (2016) Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-t copula approach. Quantitative Finance 16:11, pages 1763-1789.
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Suraj Velip, Mrunali Jambotkar & Savita Velip. A wavelet-based time-frequency dependency and safe haven attributes of gold: evidence from the Russia–Ukraine war. Applied Economics Letters 0:0, pages 1-6.
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