Hedging and safe haven assets dynamics in developed and developing markets : are different markets that much different?
Year of publication: |
2024
|
---|---|
Authors: | Gurdgiev, Constantin ; Petrovskiy, Alexander |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 92.2024, Art.-No. 103059, p. 1-18
|
Subject: | DCC-GARCH | Developed markets | Emerging markets | Hedging | Safe haven | SVAR | Schwellenländer | Emerging economies | Welt | World | Industrieländer | Industrialized countries |
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