The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications

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

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

Modeling Asymmetric Comovements of Asset Returns

Kenneth F. Kroner, Victor Ng · Review of Financial Studies · 1998 · 1.6K citations

Business, Economics, Finance +17

Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures

Kenneth F. Kroner, Jahangir Sultan · Journal of Financial and Quantitative Analysis · 1993 · 1.5K citations

Business, Economics, Finance +17

The Hedging Performance of the New Futures Markets

Louis H. Ederington · The Journal of Finance · 1979 · 1.5K citations

Business, Economics, Finance +14