Does gold hedge stock market, inflation and exchange rate risks? An econometric investigation

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

Natural Sciences, Biostatistics, Statistics +4

Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.3K citations

Business, Economics, Finance +13

Is gold a safe haven? International evidence

Dirk G. Baur, Thomas K. J. McDermott · Journal of Banking & Finance · 2010 · 1.8K citations

Social Sciences, International Relations, Political Science +10

Data Analysis and Regression.

R Holder, Frederick Mosteller, John W. Tukey · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1979 · 1.7K citations

Natural Sciences, Biostatistics, Statistical Modeling +10

Data Analysis and Regression.

John Osborn, Frederick Mosteller, John W. Tukey · Journal of the Royal Statistical Society Series A (General) · 1978 · 1.5K citations

Natural Sciences, Biostatistics, Statistical Modeling +10