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Causality and volatility patterns between gold prices and exchange rates

Citations

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Cited by:

  1. Chiang, Thomas C., 2022. "The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices," Resources Policy, Elsevier, vol. 76(C).
  2. Zhang, Pinyi & Ci, Bicong, 2020. "Deep belief network for gold price forecasting," Resources Policy, Elsevier, vol. 69(C).
  3. Bilgin, Mehmet Huseyin & Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin, 2018. "The effects of uncertainty measures on the price of gold," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 1-7.
  4. Roman Grynberg & Teresa Kaulihowa & Fwasa K Singogo, 2019. "Structural Changes of the 21st Century and their Impact on the Gold Price," Journal of Economics and Behavioral Studies, AMH International, vol. 11(3), pages 72-83.
  5. Shahbaz, Muhammad & Balcilar, Mehmet & Abidin Ozdemir, Zeynel, 2017. "Does oil predict gold? A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 52(C), pages 257-265.
  6. Hemant Manuj, 2021. "Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?," Risks, MDPI, vol. 9(10), pages 1-14, September.
  7. Salman, Firdaus & Masih, Mansur, 2017. "Is gold worth an investment ? a case study of Malaysia," MPRA Paper 108469, University Library of Munich, Germany.
  8. Qiuying Cheng & Xinyu Wang & Song Shi & Zhuqing Wang, 2025. "Heterogeneous impacts of fundamentals on gold market risk using regime switching quantile-based GARCH-MIDAS model," Empirical Economics, Springer, vol. 69(3), pages 1411-1465, September.
  9. Qureshi, Saba & Rehman, Ijaz Ur & Qureshi, Fiza, 2018. "Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee," Journal of Policy Modeling, Elsevier, vol. 40(4), pages 685-708.
  10. Su, Chi-Wei & Pang, Lidong & Umar, Muhammad & Lobonţ, Oana-Ramona & Moldovan, Nicoleta-Claudia, 2022. "Does gold's hedging uncertainty aura fade away?," Resources Policy, Elsevier, vol. 77(C).
  11. Qian, Yao & Ralescu, Dan A. & Zhang, Bo, 2019. "The analysis of factors affecting global gold price," Resources Policy, Elsevier, vol. 64(C).
  12. Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin & Yarovaya, Larisa, 2019. "The role of uncertainty measures on the returns of gold," Economics Letters, Elsevier, vol. 185(C).
  13. Golitsis, Petros & Gkasis, Pavlos & Bellos, Sotirios K., 2022. "Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  14. Cai, Yifei & Chang, Hao-Wen & Xiang, Feiyun & Chang, Tsangyao, 2023. "Can precious metals hedge the risks of Sino–US political relation?–Evidence from Toda–Yamamoto causality test in quantiles," Finance Research Letters, Elsevier, vol. 58(PA).
  15. Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2016. "Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 27-38.
  16. Zulfiqar Ali Imran & Muhammad Ahad, 2022. "Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 16(1), pages 167-189, February.
  17. Imran, Zulfiqar Ali & Ahad, Muhammad, 2021. "Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan," MPRA Paper 107613, University Library of Munich, Germany, revised 02 May 2021.
  18. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017. "On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test," International Economics and Economic Policy, Springer, vol. 14(4), pages 691-700, October.
  19. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2023. "Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression," Research in International Business and Finance, Elsevier, vol. 64(C).
  20. Joscha Beckmann & Theo Berger & Robert Czudaj, 2019. "Gold price dynamics and the role of uncertainty," Quantitative Finance, Taylor & Francis Journals, vol. 19(4), pages 663-681, April.
  21. Qin, Meng & Su, Chi-Wei & Pirtea, Marilen Gabriel & Dumitrescu Peculea, Adelina, 2023. "The essential role of Russian geopolitics: A fresh perception into the gold market," Resources Policy, Elsevier, vol. 81(C).
  22. Naeem, Muhammad Abubakr & Qureshi, Fiza & Arif, Muhammad & Balli, Faruk, 2021. "Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions," Resources Policy, Elsevier, vol. 72(C).
  23. Le, Thai-Ha & Chang, Youngho, 2016. "Dynamics between strategic commodities and financial variables: Evidence from Japan," Resources Policy, Elsevier, vol. 50(C), pages 1-9.
  24. Chi-Wei Su & Lidong Pang & Muhammad Umar & Oana-Ramona Lobonţ, 2022. "Will Gold Always Shine amid World Uncertainty?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(12), pages 3425-3438, September.
  25. Akbar, Muhammad & Iqbal, Farhan & Noor, Farzana, 2019. "Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan," Resources Policy, Elsevier, vol. 62(C), pages 154-164.
  26. Trabelsi, Nader & Gozgor, Giray & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2021. "Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management," Research in International Business and Finance, Elsevier, vol. 55(C).
  27. Swamy, Vighneswara & Lagesh, M.A., 2023. "Does happy Twitter forecast gold price?," Resources Policy, Elsevier, vol. 81(C).
  28. Zhong, Wanxing & Kong, Rui & Chen, Guang, 2019. "Gold prices fluctuation of co-movement forecast between China and Russia," Resources Policy, Elsevier, vol. 62(C), pages 218-230.
  29. Taoufik Bouraoui & Helmi Hammami, 2017. "Does political instability affect exchange rates in Arab Spring countries?," Applied Economics, Taylor & Francis Journals, vol. 49(55), pages 5627-5637, November.
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