The hedging effectiveness of gold against US stocks in a post-financial crisis era
Year of publication: |
2019
|
---|---|
Authors: | Shrydeh, Najib ; Shahateet, Mohammed Issa ; Mohammad, Suleiman ; Sumadi, Mohammed |
Published in: |
Cogent Economics & Finance. - ISSN 2332-2039. - Vol. 7.2019, 1, p. 1-23
|
Publisher: |
Abingdon : Taylor & Francis |
Subject: | US equity market | gold market | volatility spillover and transmission | hedging | VAR | ADCC | BVGARCH |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1080/23322039.2019.1698268 [DOI] 1839752254 [GVK] hdl:10419/270704 [Handle] RePEc:taf:oaefxx:v:7:y:2019:i:1:p:1698268 [RePEc] |
Classification: | F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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