Gold and the Dollar (and the Euro, Pound, and Yen)

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Are Correlations Constant? Empirical and Theoretical Results on Popular Correlation Models in Finance (2017, unknown): “For a classiﬁcation of MGARCH models we refer the reader to Bauwens et al. (2006) . relation structure is a highly volatile process (e.g., Pukthuanthong and Roll, 2011; Sadorsky, 2012 ).”
Gold price dynamics and the role of uncertainty (2018, background): “It is therefore argued that a currency depreciates against other currencies if the gold price denominated in the corresponding currency increases (Pukthuanthong and Roll 2011).”
Dynamic spillovers between commodity and currency markets (2015, methodology): “All these variables are also examined in Reboredo (2013), whereas the EUR/USD, JPY/USD and GBP/USD exchange rates are investigated by Pukthuanthong and Roll (2011).”
Does gold offer a better protection against losses in sovereign debt bonds than other metals (2014, background): “It has also been widely documented that gold protects investors’ wealth against fluctuations in the foreign exchange value of the US dollar (Capie et al., 2005; Pukthuanthong and Roll, 2011; Reboredo, 2013 and Ciner et al., 2013).”