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A volatility-based approach to gold as a safe haven: can it..:

Oliveira, Maria Alberta ; Santos, Carlos
Oliveira, M. A., Santos, C. (2016). A volatility-based approach to gold as a safe haven: can it explain the abnormalities in gold returns during periods of extreme financial adversity?. Investment Management and Financial Innovations, 13(3), 203-214.  , 2018