Showing 1 - 10 of 17,505
conventional stock indices in the world's big stock markets. The study is also the first one to use the longest data period among …
Persistent link: https://www.econbiz.de/10014443248
The COVID-19 pandemic and Sub-Prime Crisis are major incidents that happened to the world in almost 13 years. The stock …
Persistent link: https://www.econbiz.de/10012829156
Persistent link: https://www.econbiz.de/10012499737
Persistent link: https://www.econbiz.de/10013463006
This paper investigates the safe haven property and hedge of gold especially during GFC and COVID-19 for G7 stock markets. We use dynamic conditional correlation (DCC) and wavelet coherence analysis. Our finding reveals that the dynamic conditional correlation between gold and each G7 stock...
Persistent link: https://www.econbiz.de/10013403297
Persistent link: https://www.econbiz.de/10013162425
Persistent link: https://www.econbiz.de/10003314497
Persistent link: https://www.econbiz.de/10011713523
Persistent link: https://www.econbiz.de/10009756400
Persistent link: https://www.econbiz.de/10009680562