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https://doi.org/10.2139/ssrn.3074549
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/1096-9934(200103)21:3<257::aid-fut4>3.0.co;2-wopenalex-extracted
What moves the gold market?
inferredcites →https://doi.org/10.1016/0304-405x(87)90026-2openalex-extracted
Expected stock returns and volatility
inferredcites →https://doi.org/10.1016/0304-405x(88)90020-7openalex-extracted
Dividend yields and expected stock returns
inferredcites →https://doi.org/10.1016/0304-405x(95)00861-8openalex-extracted
Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets
inferredcites →https://doi.org/10.1016/j.ijforecast.2004.05.004openalex-extracted
Macro variables and international stock return predictability
inferredcites →https://doi.org/10.1016/j.intfin.2004.07.002openalex-extracted
Gold as a hedge against the dollar
inferredcites →https://doi.org/10.1016/j.irfa.2012.12.001openalex-extracted
Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
inferredcites →https://doi.org/10.1016/j.jbankfin.2008.07.013openalex-extracted
Predicting the bear stock market: Macroeconomic variables as leading indicators
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.02.007openalex-extracted
Varying risk premia in international bond markets
inferredcites →https://doi.org/10.1016/j.jbankfin.2009.12.008openalex-extracted
Is gold a safe haven? International evidence
inferredcites →https://doi.org/10.1016/j.jbankfin.2011.01.014openalex-extracted
Gold and the Dollar (and the Euro, Pound, and Yen)
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.03.020openalex-extracted
Is gold a safe haven or a hedge for the US dollar? Implications for risk management
inferredcites →https://doi.org/10.1016/j.jeconbus.2009.07.001openalex-extracted
Gold prices, cost of carry, and expected inflation
inferredcites →https://doi.org/10.1016/j.jeconom.2014.05.007openalex-extracted
Time-varying jump tails
inferredcites →https://doi.org/10.1016/j.jempfin.2015.02.004openalex-extracted
Time-variations in commodity price jumps
inferredcites →https://doi.org/10.1016/j.jfineco.2002.11.002openalex-extracted
Predicting returns with financial ratios
inferredcites →https://doi.org/10.1016/j.jfineco.2008.01.005openalex-extracted
Risk, uncertainty, and asset prices
inferredcites →https://doi.org/10.1016/j.jfineco.2013.04.012openalex-extracted
Investment shocks and the commodity basis spread
inferredcites →https://doi.org/10.1016/j.jfineco.2015.02.010openalex-extracted
Tail risk premia and return predictability
inferredcites →https://doi.org/10.1016/j.jinteco.2012.11.008openalex-extracted
International Bond Risk Premia
inferredcites →https://doi.org/10.1016/j.resourpol.2014.03.007openalex-extracted
On the economic determinants of the gold–inflation relation
inferredcites →https://doi.org/10.1016/j.ribaf.2006.07.001openalex-extracted
A power GARCH examination of the gold market
inferredcites →https://doi.org/10.1016/s0148-6195(00)00029-1openalex-extracted
Do macroeconomics news releases affect gold and silver prices?
inferredcites →https://doi.org/10.1016/s0148-6195(97)00034-9openalex-extracted
Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance
inferredcites →https://doi.org/10.1016/s0304-405x(97)00002-0openalex-extracted
Book-to-market, dividend yield, and expected market returns: A time-series analysis
inferredcites →https://doi.org/10.1016/s0304-405x(97)00007-xopenalex-extracted
On biases in tests of the expectations hypothesis of the term structure of interest rates
inferredcites →https://doi.org/10.1016/s0304-405x(98)00034-8openalex-extracted
The relation between implied and realized volatility
inferredcites →https://doi.org/10.1016/s0304-405x(99)00041-0openalex-extracted
Predictive regressions
inferredcites →https://doi.org/10.1086/296385openalex-extracted
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
inferredcites →https://doi.org/10.1086/654119openalex-extracted
New Indexes of Coincident and Leading Economic Indicators
inferredcites →https://doi.org/10.1093/rfs/16.1.0101openalex-extracted
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
inferredcites →https://doi.org/10.1093/rfs/5.3.351openalex-extracted
Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-extracted
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1093/rfs/hhm055openalex-extracted
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
inferredcites →https://doi.org/10.1093/rfs/hhp008openalex-extracted
Expected Stock Returns and Variance Risk Premia
inferredcites →https://doi.org/10.1111/j.1468-5957.1982.tb00985.xopenalex-extracted
GOLD AS AN INFLATION HEDGE: A COMPARATIVE STUDY OF SIX MAJOR INDUSTRIAL COUNTRIES
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04731.xopenalex-extracted
Predictable Stock Returns: The Role of Small Sample Bias
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04816.xopenalex-extracted
On Stock Market Returns and Monetary Policy
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-extracted
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.2011.01695.xopenalex-extracted
Tails, Fears, and Risk Premia
inferredcites →https://doi.org/10.1111/jofi.12096openalex-extracted
An Anatomy of Commodity Futures Risk Premia
inferredcites →https://doi.org/10.1214/ss/1177013817openalex-extracted
[Bootstrap Methods for Standard Errors, Confidence Intervals, and Other Measures of Statistical Accuracy]: Rejoinder
inferredcites →https://doi.org/10.17016/feds.2011.52openalex-extracted
Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence
inferredcites →https://doi.org/10.2139/ssrn.1572738openalex-extracted
Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
inferredcites →https://doi.org/10.2139/ssrn.1737628openalex-extracted
Getting Beyond Carry Trade: What Makes a Safe Haven Currency?
inferredcites →https://doi.org/10.2139/ssrn.2240831openalex-extracted
Gold - Fundamental Drivers and Asset Allocation
inferredcites →https://doi.org/10.2139/ssrn.2252209openalex-extracted
The VIX, the Variance Premium and Stock Market Volatility
inferredcites →https://doi.org/10.2139/ssrn.2797013openalex-extracted
Carry Funding and Safe Haven Currencies: A Threshold Regression Approach
inferredcites →https://doi.org/10.2139/ssrn.952289openalex-extracted
Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2469/faj.v45.n2.53openalex-extracted
Gold and Gold Stocks as Investments for Institutional Portfolios
inferredcites →https://doi.org/10.2469/faj.v62.n2.4083openalex-extracted
Facts and Fantasies about Commodity Futures
inferredcites →https://doi.org/10.3386/w13724openalex-extracted
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
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