We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …

We use a quantile-regression heterogeneous autoregressive realized volatility (QR-HAR-
RV) model to study whether geopolitical risks have predictive value in sample and out-of …

Much significant research has been done to study how terror attacks affect financial markets.
We contribute to this research by studying whether terror attacks, in addition to standard …

We use a quantile-boosting approach to compute out-of-sample forecasts of gold returns.
The approach accounts for model uncertainty and model instability, and it allows forecasts to …

We propose a real-time quantile-regression approach to analyze whether widely studied
macroeconomic and financial variables help to forecast out-of-sample gold returns. The real …

In this paper, we assess the safe-haven, hedging, and diversifying properties of gold for
investors located in various countries and under various economic scenarios. Specifically …

The purpose of this paper is to investigate to impact of valuation ratios, oil price changes and
gold price changes on equity returns using static panel regression and quantile regression …

Investment is an important vehicle that derives an economy of all the available investment
avenues, gold has become the most popular investment source due to its feature of store of …

Much significant research has been done to study how terror attacks affect financial markets.
We contribute to this research by studying whether terror attacks, in addition to standard …