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  • The financial economics of gold - A survey 

    LUCEY, BRIAN (2015)
    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 which this survey acts as an editorial ...
  • Gold and inflation(s) - A time-varying relationship 

    Lucey, Brian; Vigne, Samuel (2016)
    What is the relationship between the price of gold and inflation? How stable is it – over time and across measures of inflation? We examine this for three countries (the USA, the UK and Japan) - over forty years and with ...
  • Hedges and Safe Havens An Examination of Stocks, Bonds, Oil, Gold and the Dollar 

    We investigate five major financial asset classes, examining how and under what circumstances each may act as a hedge or a safe haven to each other. Using the approach of Baur and Lucey (2010) and Baur and McDermott (2010) ...
  • International portfolio diversification, skewness and the role of gold 

    LUCEY, BRIAN MICHAEL (ESC Lille, 2007)
    The paper examines the optimal allocation of assets in well diversified equity based portfolio where the investor is concerned not only with mean and variance but also with the skewness of the returns.
  • What Do Academics (Think) They Know About Gold? 

    LUCEY, BRIAN MICHAEL (London Bullion Market Association, 2011)
    A short paper for the LBMA trade newspaper "The Alchemist" this gives a very brief and thus easily accessible survey of some recent academic findings on gold.
  • What is the optimal weight for gold in a portfolio? 

    Vigne, Samuel; Lucey, Brian; Sevic, Aleksandar (2021)
    We show that the statistical properties of gold are negatively correlated with equities and that including gold in a portfolio will provide diversification benefits. As there is no consensus on the proportion of gold that ...
  • What is the Real Price of Gold and How Would We Know? 

    We survey, very briefly, some conceptual and empirical issues that bedevil the identification of a fundamental price for gold and consequently the identification of a real gold price.