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Original Articles

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

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Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (11)

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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Ayesha Sayed & Ailie Charteris. (2022) Is the rand a commodity currency? A volatility spillover analysis. Investment Analysts Journal 51:3, pages 186-201.
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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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Syed Ali Raza, Khaled Guesmi, Ramzi Benkraiem & Rija Anwar. (2024) Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. Research in International Business and Finance 67, pages 102138.
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Lijun Jia, Ruoyu Xu, Jian Wu, Malin Song & Xueli Chen. (2023) Impacts of geopolitical risk and economic policy uncertainty on metal futures price volatility: Evidence from China. Resources Policy 87, pages 104328.
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Congcong Bo & Dehua Shen. (2023) The road less travelled: GameFi as a hedge or a safe haven for international indices. Finance Research Letters 57, pages 104203.
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Pınar Evrim Mandaci, Asil Azimli & Nazif Mandaci. (2023) The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. Resources Policy 85, pages 103957.
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Duarte Saldanha Vieira, Paulo Viegas de Carvalho, José Dias Curto & Luís Laureano. (2023) Gold's hedging and safe haven properties for European stock and bond markets. Resources Policy 85, pages 103817.
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Nassar S. Al-Nassar, Sabri Boubaker, Anis Chaibi & Beljid Makram. (2023) In search of hedges and safe havens during the COVID─19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. The Quarterly Review of Economics and Finance 90, pages 318-332.
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Sónia R. Bentes. (2023) Is gold a safe haven for the CIVETS countries under extremely adverse market conditions? Some new evidence from the MF-DCCA analysis. Physica A: Statistical Mechanics and its Applications 623, pages 128898.
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Sumaira Ashraf, António Manuel Martins de Almeida, Iram Naz & Rashid Latief. (2023) Diversification of the Islamic stock market, Bitcoin, and Bullions in response to the Russia-Ukraine conflict and the COVID-19 outbreak. Heliyon 9:8, pages e19023.
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Zhidan Luo, Wei Guo, Qingfu Liu & Yiuman Tse. (2022) A hybrid prediction model with time‐varying gain tracking differentiator in Taylor expansion: Evidence from precious metals. Journal of Forecasting 42:5, pages 1138-1149.
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Ahmed BenSaïda. (2023) Safe haven property of gold and cryptocurrencies during COVID-19 and Russia–Ukraine conflict. Annals of Operations Research.
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