Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication
Year of publication: |
2017
|
---|---|
Authors: | Beckmann, Joscha ; Berger, Theo ; Czudaj, Robert ; Hoang, Thi-Hong-Van |
Publisher: |
Chemnitz : Chemnitz University of Technology, Faculty of Economics and Business Administration |
Subject: | Shanghai Gold Exchange | Chinese sectorial stocks | oil | copulas | portfolio implications |
Series: | Chemnitz Economic Papers ; 012 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1010913921 [GVK] hdl:10419/170672 [Handle] RePEc:tch:wpaper:cep012 [RePEc] |
Classification: | G11 - Portfolio Choice ; c58 |
Source: |
-
Beckmann, Joscha, (2017)
-
Beckmann, Joscha, (2019)
-
Chabi-Yo, Fousseni, (2021)
- More ...
-
Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
Beckmann, Joscha, (2014)
-
Gold Price Dynamics and the Role of Uncertainty
Beckmann, Joscha, (2017)
-
Does gold act as a hedge or a safe haven for stocks? : a smooth transition approach
Beckmann, Joscha, (2014)
- More ...