Is gold a hedge or a safe haven against stock markets? : evidence from conditional comoments
Year of publication: |
2023
|
---|---|
Authors: | Ming, Lei ; Yang, Ping ; Liu, Qianqiu |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 74.2023, p. 1-23
|
Subject: | Coskewness | Gold | Hedge | Safe haven | Hedging | Schätzung | Estimation | Welt | World | Aktienmarkt | Stock market |
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