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Volumn 31, Issue 2, 2011, Pages 1613-1622

Gold and financial assets: Are there any safe havens in bear markets?

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Indexed keywords


EID: 79959786408     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (73)

References (13)
  • 1
    • 84982200518 scopus 로고    scopus 로고
    • Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold
    • Baur, D.G. and B.M. Lucey. (2010) "Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold" Financial Review 45, 217-229.
    • (2010) Financial Review , vol.45 , pp. 217-229
    • Baur, D.G.1    Lucey, B.M.2
  • 3
    • 0003854714 scopus 로고    scopus 로고
    • Pitfalls in Tests For Changes in Correlations
    • International Finance Discussion Papers No. 597
    • Boyer, B. H., M. S. Gibson, and M. Loretan. (1999) "Pitfalls in Tests For Changes in Correlations" International Finance Discussion Papers No. 597.
    • (1999)
    • Boyer, B.H.1    Gibson, M.S.2    Loretan, M.3
  • 4
    • 0003924343 scopus 로고
    • Cyclical Analysis of Time Series: Selected Procedures and Computer Programs
    • NBER, New York
    • Bry, G. and C. Boschan. (1971) "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs" NBER, New York.
    • (1971)
    • Bry, G.1    Boschan, C.2
  • 5
    • 51749084900 scopus 로고    scopus 로고
    • Collective Risk Management in a Flight to Quality Episode
    • Caballero, R.J and A. Krishnamurthy. (2008) "Collective Risk Management in a Flight to Quality Episode" Journal of Finance 63, 2195 -2230.
    • (2008) Journal of Finance , vol.63 , pp. 2195-2230
    • Caballero, R.J.1    Krishnamurthy, A.2
  • 6
    • 0039617693 scopus 로고    scopus 로고
    • Coincident and leading indicators of the stock market
    • Chauvet, M. and S. Potter. (2000) "Coincident and leading indicators of the stock market" Journal of Empirical Finance 7, 87-111.
    • (2000) Journal of Empirical Finance , vol.7 , pp. 87-111
    • Chauvet, M.1    Potter, S.2
  • 7
    • 84993601065 scopus 로고
    • On the Relation between the Expected value and the Volatility of the Nominal Excess returns on Stocks
    • Glosten, L., R. Jagannathan and D. Runkle. (1993) "On the Relation between the Expected value and the Volatility of the Nominal Excess returns on Stocks" Journal of Finance 48, 1779-1801.
    • (1993) Journal of Finance , vol.48 , pp. 1779-1801
    • Glosten, L.1    Jagannathan, R.2    Runkle, D.3
  • 10
    • 0012639601 scopus 로고
    • Gold and gold stocks as investments for institutional portfolios
    • Jaffe, J. F. (1989) "Gold and gold stocks as investments for institutional portfolios" Financial Analysts Journal 45, 53-59.
    • (1989) Financial Analysts Journal , vol.45 , pp. 53-59
    • Jaffe, J.F.1
  • 11
    • 0012640211 scopus 로고    scopus 로고
    • Gold as an Investment Asset - Perspectives from Different Countries
    • Johnson, R.S. and L.A. Soenen. (1997) "Gold as an Investment Asset - Perspectives from Different Countries" Journal of Investing 6, 94-99.
    • (1997) Journal of Investing , vol.6 , pp. 94-99
    • Johnson, R.S.1    Soenen, L.A.2
  • 12
    • 79959787294 scopus 로고    scopus 로고
    • Analysis of the Investment Potential and Inflation-Hedging Ability of Precious Metals
    • Meinders School of Business, Oklahoma City University, Electronic copy available at
    • McCown, R.J. and J.R. Zimmerman. (2007) "Analysis of the Investment Potential and Inflation-Hedging Ability of Precious Metals" Meinders School of Business, Oklahoma City University, Electronic copy available at: http://ssrn.com/abstract=1002966
    • (2007)
    • McCown, R.J.1    Zimmerman, J.R.2
  • 13
    • 0037286694 scopus 로고    scopus 로고
    • A simple framework for analysing bull and bear markets
    • Pagan, A.R. and K.A. Sossounov. (2003) "A simple framework for analysing bull and bear markets" Journal of Applied Econometrics 18, 23-46.
    • (2003) Journal of Applied Econometrics , vol.18 , pp. 23-46
    • Pagan, A.R.1    Sossounov, K.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.