World gold prices and stock returns in China : insights for hedging and diversification strategies
Year of publication: |
2015
|
---|---|
Authors: | Arouri, Mohamed ; Lahiani, Amine ; Nguyen, Duc Khuong |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 44.2015, p. 273-282
|
Subject: | Stock markets | Gold prices | Diversification and hedging effectiveness | GARCH models | Hedging | Gold | Diversifikation | Diversification | China | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Börsenkurs | Share price | Welt | World | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
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