Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
Year of publication: |
2014
|
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Authors: | Beckmann, Joscha ; Berger, Theo ; Czudaj, Robert |
Publisher: |
Essen : Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) |
Subject: | gold | hedge | safe haven | smooth transition | stock prices |
Series: | Ruhr Economic Papers ; 502 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-86788-576-8 |
Other identifiers: | 10.4419/86788576 [DOI] 796232105 [GVK] hdl:10419/103324 [Handle] RePEc:zbw:rwirep:502 [RePEc] |
Classification: | G11 - Portfolio Choice ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets |
Source: |
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