Li, Binlin; Haneklaus, Nils; Rahman, Mohammad Mafzur - In: Financial innovation : FIN 10 (2024), pp. 1-30
This study examines the dynamic connectedness and hedging opportunities between CSI300 (China Security Index 300) and … hedging, while those with CSI300 short positions proft more from allocating gold to PTA. Portfolio managers and investors can …