Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin

On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Lawrence R. Glosten, Ravi Jagannathan, David E. Runkle · The Journal of Finance · 1993 · 8.7K citations

Business, Economics, Finance +17

Dynamic Conditional Correlation

Robert F. Engle · Journal of Business and Economic Statistics · 2002 · 7.1K citations

Business, Finance, Econometrics +16

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

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

Business, Economics, Finance +17