Does gold offer a better protection against losses in sovereign debt bonds than other metals
By S. Agyei-Ampomah, Dimitrios Gounopoulos, Khelifa Mazouz. 2014
144 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/087bc2c5ccea7e4b29892877927be586f7ca1cf0
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In Economics and Econometrics
- Theo Berger
- Robert L. Czudaj
- J. Beckmann
- Renatas Kizys
- X. Vo
- Afees A. Salisu
- Nikolaos Antonakakis
- Ibrahim D. Raheem
Citations in the corpus
- Dynamic spillovers between commodity and currency markets (2015, background): “Further, large swings in precious metals’ prices are a source of changes in terms of trade (Aizenman et al., 2012; Pierdzioch et al., 2013), which by turn can trigger changes in the exchange rate (De Gregorio and Wolf, 1994).”
- Assessing the safe haven property of the gold market during COVID-19 pandemic (2021, background): “, 2020), debt crisis (Agyei-Ampomah et al., 2014; Bredin et al., 2015; Boubaker et al., 2020), exchange rate crisis (Joy, 2011; Reboredo, 2013b; Reboredo and Rivera-Castro; 2014a and b; Qureshi et al.”
- Gold price dynamics and the role of uncertainty (2018, background): “(2015a) 1970 to 2012 monthly 18 countries (G7, emerging markets) Smooth transition regression hedge & safe haven for stocks, but market-specific bonds Agyei-Ampomah et al. (2014) 1993 to 2012 daily US, UK, EMU (10 countries) regression with dummy variables for lower quantiles copper provides a bette”