Shock waves and golden shores : the asymmetric interaction between gold prices and the stock market
Alice Buccioli and Thomas Kokholm
| Year of publication: |
2022
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|---|---|
| Authors: | Buccioli, Alice ; Kokholm, Thomas |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 28.2022, 7, p. 743-760
|
| Subject: | flight-to-safety | GMM | gold modeling | Hawkes process | jumps | safe haven asset | Gold | Börsenkurs | Share price | Schock | Shock | Volatilität | Volatility | Aktienmarkt | Stock market | Momentenmethode | Method of moments | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1897026 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013373319