Does gold serve as a hedge for the stock market in China? : evidence from a time-frequency analysis
Year of publication: |
2020
|
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Authors: | Ming, Lei ; Shen, Yao ; Yang, Shenggang ; Zhu, Sangzhi ; Zhu, Hong |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 3, p. 659-672
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Subject: | gold price | hedge | policy reform | stock market | wavelet analysis | China | Aktienmarkt | Stock market | Hedging | Gold | Zustandsraummodell | State space model |
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