How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?
Year of publication: |
2021
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Authors: | Sakurai, Yuji |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 75.2021, p. 1-18
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Subject: | Dynamic conditional correlation model | Gold | Optimal hedge ratio | VIX | Finanzkrise | Financial crisis | Hedging | ARCH-Modell | ARCH model | USA | United States | Aktienmarkt | Stock market | Korrelation | Correlation | Schätzung | Estimation | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
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