The DOI matches its Crossref record; 38 of the 38 references it cites were found in a registry or an index.
Is gold a safe haven or a hedge for the US dollar? Implications for risk management
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Citations
Cites
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
GLOSTEN, L. R., JAGANNATHAN, R., & RUNKLE, D. E. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb05128.x · Cited by 9,008
Nelsen, R. B. (1999) · Lecture Notes in Statistics · doi:10.1007/978-1-4757-3076-0 · Cited by 7,744
Multivariate Models and Dependence Concepts.
Ringrose, T., & Joe, H. (1998) · Biometrics · doi:10.2307/2533875 · Cited by 3,403
A long memory property of stock market returns and a new model
Ding, Z., Granger, C. W. J., & Engle, R. F. (1993) · Journal of Empirical Finance · doi:10.1016/0927-5398(93)90006-d · Cited by 3,250
Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?
DeMiguel, V., Garlappi, L., & Uppal, R. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhm075 · Cited by 3,199
Christoffersen, P. F. (1998) · International Economic Review · doi:10.2307/2527341 · Cited by 2,669
Value At Risk: The New Benchmark for Managing Financial Risk
Jorion, P. (2000) · Cited by 2,477
Threshold heteroskedastic models
Zakoian, J.-M. (1994) · Journal of Economic Dynamics and Control · doi:10.1016/0165-1889(94)90039-6 · Cited by 2,281
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
Patton, A. J. (2006) · International Economic Review · doi:10.1111/j.1468-2354.2006.00387.x · Cited by 2,112
Cherubini, U., Luciano, E., & Vecchiato, W. (2004) · Wiley eBooks · doi:10.1002/9781118673331 · Cited by 2,009
Cited by
Searching for safe-haven assets during the COVID-19 pandemic
Ji, Q., Zhang, D., & Zhao, Y. (2020) · International Review of Financial Analysis · doi:10.1016/j.irfa.2020.101526 · Cited by 656
Kang, S. H., McIver, R., & Yoon, S.-M. (2017) · Energy Economics · doi:10.1016/j.eneco.2016.12.011 · Cited by 572
Adekoya, O. B., & Oliyide, J. A. (2021) · Resources Policy · doi:10.1016/j.resourpol.2020.101898 · Cited by 396
Dynamic linkages among oil price, gold price, exchange rate, and stock market in India
Jain, A., & Biswal, P. C. (2016) · Resources Policy · doi:10.1016/j.resourpol.2016.06.001 · Cited by 366
Forecasting gold price with the XGBoost algorithm and SHAP interaction values
Jabeur, S. B., Mefteh-Wali, S., & Viviani, J.-L. (2024) · Annals of Operations Research · doi:10.1007/s10479-021-04187-w · Cited by 328
Metadata
- Authors
- Reboredo, J. C.
- Venue
- Journal of Banking & Finance
- Publisher
- Elsevier BV
- Published
- 2013-08
- Volume
- 37
- Issue
- 8
- Pages
- 2665-2676
- ISSN
- 0378-4266 (ISSN-L)
- OpenAlex
- W2093573745
- Cited by
- 511
- References
- 38
- FWCI
- 73.70
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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- CoChat. (2026). Citation check: Is gold a safe haven or a hedge for the US dollar? Implications for risk management. https://app.cochat.ai/papers/10.1016/j.jbankfin.2013.03.020
- The paper
- Reboredo, J. C. (2013). Is gold a safe haven or a hedge for the US dollar? Implications for risk management. Journal of Banking & Finance. https://doi.org/10.1016/j.jbankfin.2013.03.020
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
