Is gold a hedge against inflation? A wavelet time-scale perspective

Citations

Cited by:

1. Hasan, Mudassar & Arif, Muhammad & Naeem, Muhammad Abubakr & Ngo, Quang-Thanh & Taghizadeh–Hesary, Farhad, 2021. "Time-frequency connectedness between Asian electricity sectors," Economic Analysis and Policy, Elsevier, vol. 69(C), pages 208-224.
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8. Mohamed Arouri & Sabrine Ayed & Mathieu Gomes & Adel Barguellil, 2023. "War and cryptocurrency markets: An empirical investigation," Economics Bulletin, AccessEcon, vol. 43(4), pages 1614-1625.
9. Corbet, Shaen & Dowling, Michael & Gao, Xiangyun & Huang, Shupei & Lucey, Brian & Vigne, Samuel A., 2019. "An analysis of the intellectual structure of research on the financial economics of precious metals," Resources Policy, Elsevier, vol. 63(C), pages 1-1.
   • Shaen Corbet & Michael Dowling & Xiangyun Gao & Shupei Huang & Brian Lucey & Samuel Vigne, 2019. "An analysis of the intellectual structure of research on the financial economics of precious metals," Post-Print hal-02194576, HAL.
10. Diniz-Maganini, Natalia & Diniz, Eduardo H. & Rasheed, Abdul A., 2021. "Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison," Research in International Business and Finance, Elsevier, vol. 58(C).
11. Zaremba, Adam & Umar, Zaghum & Mikutowski, Mateusz, 2019. "Inflation hedging with commodities: A wavelet analysis of seven centuries worth of data," Economics Letters, Elsevier, vol. 181(C), pages 90-94.
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13. Muhammad Abubakr Naeem & Mudassar Hasan & Abraham Agyemang & Md Iftekhar Hasan Chowdhury & Faruk Balli, 2023. "Time‐frequency dynamics between fear connectedness of stocks and alternative assets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 2188-2201, April.
14. Huang, Yingying & Duan, Kun & Mishra, Tapas, 2021. "Is Bitcoin really more than a diversifier? A pre- and post-COVID-19 analysis," Finance Research Letters, Elsevier, vol. 43(C).
15. Qin, Meng & Su, Chi-Wei & Tao, Ran & Umar, Muhammad, 2020. "Is factionalism a push for gold price?," Resources Policy, Elsevier, vol. 67(C).
16. Hanif, Waqas & Mensi, Walid & Alomari, Mohammad & Andraz, Jorge Miguel, 2023. "Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis," Resources Policy, Elsevier, vol. 81(C).
17. Zaghum Umar & Saqib Aziz & Dima Tawil, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Post-Print hal-03330197, HAL.
18. Spyros Papathanasiou & Dimitris Kenourgios & Drosos Koutsokostas & Georgios Pergeris, 2023. "Can treasury inflation-protected securities safeguard investors from outward risk spillovers? A portfolio hedging strategy through the prism of COVID-19," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 198-211, May.
19. Naeem, Muhammad Abubakr & Karim, Sitara & Hasan, Mudassar & Lucey, Brian M. & Kang, Sang Hoon, 2022. "Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain," Energy Economics, Elsevier, vol. 112(C).
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22. Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2022. "Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2199-2214, August.
23. Dimitriou, Dimitrios & Kenourgios, Dimitris & Simos, Theodore, 2020. "Are there any other safe haven assets? Evidence for “exotic” and alternative assets," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 614-628.
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27. Firouzi, Shahrokh & Wang, Xiangning, 2021. "The interrelationship between order flow, exchange rate, and the role of American economic news," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
28. Mohamed Arouri & Sabrine Ayed & Mathieu Gomes & Adel Barguellil, 2023. "War and cryptocurrency markets: An empirical investigation," Economics Bulletin, AccessEcon, vol. 43(4), pages 1614-1625.
    • Mohamed Arouri & Sabrine Ayed & Adel Barguellil & Mathieu Gomes, 2023. "War and Cryptocurrency markets: An Empirical Investigation," Post-Print hal-04368069, HAL.
29. Wang, Yizhi & Lucey, Brian M. & Vigne, Samuel A. & Yarovaya, Larisa, 2022. "The Effects of Central Bank Digital Currencies News on Financial Markets," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
30. Liu, Qiming & Liu, Zhenya & Moussa, Faten & Mu, Yuhao, 2024. "International capital flow in a period of high inflation: The case of China," Research in International Business and Finance, Elsevier, vol. 67(PB).
31. Umar, Zaghum & Aziz, Saqib & Tawil, Dima, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).