Dinh, Theu; Goutte, Stephane; Nguyen, Duc Khuong; … - 2023
This paper investigates the diversification contribution of four main precious metals (i.e., gold, silver, platinum, and palladium) to a traditional portfolio of stocks, bonds, cash, and currencies, as well as the impact of the global financial crisis of 2008 on that contribution. We use a...