Concepedia
Journal of International Financial Markets Institutions and Money · 2014 · 91 citations · 19 references
Empirical FinanceShock TransmissionFinancial Risk ManagementSafe Haven AssetsBusinessManagementEquity InvestorsCrisis ManagementFinancial Network AnalysisFinanceFinancial Crisis
19
Why Does Stock Market Volatility Change Over Time?
G. William Schwert · The Journal of Finance · 1989 · 3.5K citations
Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +13
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.2K citations
Empirical Finance, Commodity Market, Abstract Is Gold +19
Is gold a safe haven? International evidence
Dirk G. Baur, Thomas K. J. McDermott · Journal of Banking & Finance · 2010 · 1.8K citations
International Finance, International Evidence, International Relations +2
Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns
Lorenzo Cappiello, Robert F. Engle, Keith Sheppard · Journal of Financial Econometrics · 2006 · 1.7K citations · Full text
Empirical Finance, Volatility Modeling, Conditional Volatility +16
Stock Market Uncertainty and the Stock-Bond Return Relation
Robert A. Connolly, Chris T. Stivers, Licheng Sun · Journal of Financial and Quantitative Analysis · 2005 · 672 citations
Empirical Finance, Economics, Volatility Modeling +12