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assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …
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assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …
Persistent link: https://www.econbiz.de/10010407524
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This paper explores the symmetric and asymmetric dependency structure of decomposed return series of Gold and eight … techniques. Our empirical results provide evidence that cryptocurrencies and Gold can both hedge and diversify for each other at … driven by medium- and long-term fundamentals. In addition, both Gold and cryptocurrencies can be hedge and diversifiers for …
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