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Hedging with financial innovations in the Asia-Pacific markets during the COVID-19 pandemic : the role of precious metals
Sikiru, Abdulsalam Abidemi; Salisu, Afees A. - In: Quantitative finance and economics 5 (2021) 2, pp. 352-372
Persistent link: https://www.econbiz.de/10012591978
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Germany; Financial Sector Assessment Program: Detailed Assessment of Observance of IOSCO Objectives and Principles of Securities Regulations
International Monetary Fund (IMF); International … - 2011
Germany has a comprehensive legislative and institutional framework for the effective supervision of the securities markets. The overall level of compliance with the IOSCO principles is high. There are significant industry concerns about the implementation costs resulting from a rapidly changing...
Persistent link: https://www.econbiz.de/10011242742
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Price stability properties and volatility analysis of precious metals: An ICSS algorithm aqpproach
Fatima, Sameen; Gan, Christopher; Hu, Baiding - In: Journal of Risk and Financial Management 15 (2022) 10, pp. 1-15
market stock performances, we use the ICSS algorithm along with the GARCH model to evaluate how the number of rapid changes …
Persistent link: https://www.econbiz.de/10014332664
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Price stability properties and volatility analysis of precious metals : an ICSS algorithm aqpproach
Fatima, Sameen; Gan, Christopher; Hu, Baiding - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-15
market stock performances, we use the ICSS algorithm along with the GARCH model to evaluate how the number of rapid changes …
Persistent link: https://www.econbiz.de/10013471164
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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Hammoudeh, Shawkat; McAleer, Michael; Yuan, Yuan, Y.; … - Faculteit der Economische Wetenschappen, Erasmus … - 2009
This study examines the conditional volatility and correlation dependency and interdependency for the four major precious metals (that is, gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system. The implications of the estimated results for portfolio...
Persistent link: https://www.econbiz.de/10010732605
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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
Hammoudeh, S.M.; Yuan, Y.; McAleer, M.J.; Thompson, M.A. - Erasmus University Rotterdam, Econometric Institute - 2009
This study examines the conditional volatility and correlation dependency and interdependency for the four major precious metals (that is, gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system. The implications of the estimated results for portfolio...
Persistent link: https://www.econbiz.de/10008484071
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Is gold a safe haven against equity market investment in emerging and developing countries?
Gürgün, Gözde; Ünalmış, Ibrahim - 2014
Persistent link: https://www.econbiz.de/10011401474
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Is Gold a Safe Haven Against Equity Market Investment in Emerging and Developing Countries ?
Gurgun, Gozde; Unalmis, Ibrahim - Türkiye Cumhuriyet Merkez Bankası - 2014
The hedge and safe haven properties of gold in advanced economies’ financial markets are well documented in the … aims to fill this gap by empirically analysing the hedge and safe haven properties of gold against equity market investment … is both a hedge and a safe haven in most of these countries. This result also holds in the post-2008 crisis period. In …
Persistent link: https://www.econbiz.de/10010941512
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Gold Price Dynamics and the Role of Uncertainty
Beckmann, Joscha; Berger, Theo; Czudaj, Robert - 2017
serve as a hedge in the classical sense while the findings for the period prior to 2008 mostly suggest that gold is able to …
Persistent link: https://www.econbiz.de/10011739641
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Gold price dynamics and the role of uncertainty
Beckmann, Joscha; Berger, Theo; Czudaj, Robert - 2017
serve as a hedge in the classical sense while the findings for the period prior to 2008 mostly suggest that gold is able to …
Persistent link: https://www.econbiz.de/10011776948