Determining hedges and safe havens for stocks using interval analysis
Year of publication: |
2022
|
---|---|
Authors: | Chang, Meng-Shiuh ; Ju, Peijie ; Liu, Yilei ; Hsueh, Shao-Chieh |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 61.2022, p. 1-31
|
Subject: | Gold | Government bond | Interval time series | Safe haven | US dollar | Hedging | Öffentliche Anleihe | Public bond | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory | US-Dollar |
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