This article analyzes the relationship between gold quoted on the Shanghai Gold Exchange and Chinese sectorial stocks … gold and Chinese sectorial stock returns. This means that the dependence between extreme movements of the two assets is not … pronounced and confirms the role of gold as a safe haven asset. Based on analyzing the efficient frontier, CCCGARCH optimal …

This study aims to investigate the black market on gold in Paris during the Second World War. Based on documents from … known and tolerated by the German army and French police. An original data set of daily prices of three gold coins from 1941 … gold coins between Switzerland and Paris, particularly in 1941 and 1942. This arbitrage leads to a "Tuesday" effect …