Dynamic correlation of precious metals and equity markets: a mixed data sampling approach

Tony Klein, Thomas Walther

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)peer-review

Abstract

We re-examine the conditional volatility and dynamic correlation of precious metals and equity markets of developed countries by employing mixed data sampling. We find that Gold and Silver serve as short-term safe-haven with decreasing correlation towards zero during equity market recessions. A similar behaviour, albeit not as pronounced, is found for Platinum and Palladium. During normal market periods, Gold might be characterised as a hedge, while the other precious metals show features of a diversifier.
Original languageEnglish
Title of host publicationModern finance and risk management
EditorsTony Klein, Sven Loßagk, Mario Straßberger, Thomas Walther
PublisherWorld Scientific Publishing
Chapter20
Pages437-452
Volume4
ISBN (Electronic)9781800611924
ISBN (Print)9781800611900
DOIs
Publication statusPublished - 01 Jul 2022

Publication series

NameTransformations in Banking, Finance and Regulation
ISSN (Print)2752-5821
ISSN (Electronic)2752-583X

Fingerprint

Dive into the research topics of 'Dynamic correlation of precious metals and equity markets: a mixed data sampling approach'. Together they form a unique fingerprint.

Cite this