Gold vs. India VIX : a comparative assessment of their capacity to act as a hedge and/or safe haven against stocks, crude and rupee-dollar rate
Year of publication: |
2020
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Authors: | Shahani, Rakesh ; Bansal, Aastha |
Published in: |
Business analyst : a refereed journal of Shri Ram College of Commerce. - Delhi, ISSN 0973-211X, ZDB-ID 2824157-5. - Vol. 41.2020, 2, p. 75-105
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Subject: | INDIA VIX | GOLD | Quantile Regression | Hedging | Safe-Haven | Indien | India | Gold | Schätzung | Estimation | Volatilität | Volatility |
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