The relationship between global risk aversion and returns from safe-haven assets
Zaghum Umar, Ahmed Bossman, Sun-Yong Choi, Tamara Teplova
| Year of publication: |
2023
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|---|---|
| Authors: | Umar, Zaghum ; Bossman, Ahmed ; Choi, Sun-Yong ; Teplova, Tamara V. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 51.2023, p. 1-9
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| Subject: | Causality-in-quantiles | Global risk aversion | Quantile-on-quantile regression | Safe-haven |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103444 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014288957