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Is gold a hedge against inflation? A wavelet time-scale perspective
73/73 checkable references clean · checked 2026-07-25
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
7 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 73 checked references that resolve
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THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI‐ AND BIVARIATE ANALYSIS
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Stock Prices and Inflation: New Evidence from the Pacific-Basin Countries
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Do macro variables, asset markets, or surveys forecast inflation better?
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Are gold and silver a hedge against inflation? A two century perspective
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Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
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Gold as an inflation hedge in a time-varying coefficient framework
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On the time scale behavior of equity-commodity links: Implications for portfolio management
resolves10.1016/j.irfa.2015.01.010
Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon
resolves10.1016/j.irfa.2016.12.005
The price of shelter - Downside risk reduction with precious metals
resolves10.1111/j.1468-5957.1982.tb00985.x
GOLD AS AN INFLATION HEDGE: A COMPARATIVE STUDY OF SIX MAJOR INDUSTRIAL COUNTRIES
resolves10.1002/fut.20519
An empirical analysis of dynamic multiscale hedging using wavelet decomposition
resolves10.1080/1351847X.2015.1031912
Commodity futures hedging, risk aversion and the hedging horizon
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Stock Price Modeling: Separation of Trend and Fluctuations, and Implications
resolves10.1016/j.jimonfin.2012.02.005
A new perspective on the Gold Standard: Inflation as a population phenomenon
resolves10.1002/fut.20294
Multi‐period hedge ratios for a multi‐asset portfolio when accounting for returns co‐movement
resolves10.1016/S0164-0704(87)80007-1
The inflation rate of the price of gold, expected prices and interest rates
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Oil price and stock market co-movement: What can we learn from time-scale approaches?
resolves10.1016/j.econmod.2016.08.024
Time-varying leads and lags across frequencies using a continuous wavelet transform approach
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Money and inflation in the euro area: A case for monetary indicators?
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Beta Estimation and Stability in the US-Listed International Transportation Industry
resolves10.1080/1351847X.2010.543839
Co-movement of the Finnish and international stock markets: a wavelet analysis
resolves10.1080/14697688.2013.768773
Short-term and long-term dependencies of the S&P 500 index and commodity prices
resolves10.5194/npg-11-561-2004
Application of the cross wavelet transform and wavelet coherence to geophysical time series
resolves10.1007/s11156-007-0061-8
Analysing the performance of managed funds using the wavelet multiscaling method
resolves10.1016/j.jempfin.2004.04.008
The relationship between stock returns and inflation: new evidence from wavelet analysis
resolves10.1007/s11156-007-0060-9
Stock returns and expected inflation: evidence from an asymmetric test specification
resolves10.1016/j.iref.2015.10.031
Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space
resolves10.1007/s11156-013-0343-2
Optimal portfolio choice of gold assets in the differential market and differential game structures
resolves10.1080/13504851.2012.748175
London or New York: where and when does the gold price originate?
resolves10.1080/13504851.2014.896974
Gold markets around the world – who spills over what, to whom, when?
resolves10.1007/s11156-011-0265-9
Are oil, gold and the euro inter-related? Time series and neural network analysis
resolves10.1080/14697688.2012.686669
Time-frequency analysis of crude oil and S&P500 futures contracts
resolves10.1016/j.jbankfin.2013.03.020
Is gold a safe haven or a hedge for the US dollar? Implications for risk management
resolves10.1111/j.1468-0084.2011.00680.x
Money Growth and Inflation in the Euro Area: A Time‐Frequency View
resolves10.1016/j.jempfin.2009.02.002
International comovement of stock market returns: A wavelet analysis
resolves10.1007/s11156-005-4246-8
Real Interest Rate Parity: Long-Run and Short-Run Analysis Using Wavelets
resolves10.1111/j.1540-6261.1983.tb03624.x
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Time–frequency relationship between US output with commodity and asset prices
resolves10.1016/j.eneco.2011.10.007
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
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Time and place where gold acts as an inflation hedge: An application of long-run and short-run threshold model
The 7 references without a DOI — listed, not checked
no DOI — not checkedBekiros S, Nguyen D, Uddin G, Sjö B (2015) Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area. Stud Nonlinear Dyn Econ 19(5):609–624
no DOI — not checkedBoudoukh J, Richardson M (1993) Stock returns and inflation: a long-horizon perspective. Am Econ Rev 83(5):1346–1355
no DOI — not checkedCecchetti SG, Chu RS, Steindel C (2000) The unreliability of inflation indicators. Fed Reserve Bank N Y Curr Issues Econ Finance 6(4):1–6
no DOI — not checkedFisher I (1930) The theory of interest. MacMillan, New York
no DOI — not checkedGençay R, Selcuk B, Whitcher B (2001) An introduction to wavelets and other filtering methods in finance and economics. Academic Press, San Diego
no DOI — not checkedReboredo J, Rivera-Castro M (2014) Gold and exchange rates: downside risk and hedging at different investment horizons. Int Rev Econ 34:267–279
no DOI — not checkedTkacz G (2007) Gold prices and inflation. Bank of Canada Working Paper Series 36
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