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Hedging stock sector risk with credit default swaps
Ratner, Mitchell; Chiu, Chih-Chieh - In: International review of financial analysis 30 (2013), pp. 18-25
Persistent link: https://www.econbiz.de/10010460003
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Does gold act as a hedge and a safe haven for China's stock market?
Chen, Ke; Wang, Meng - In: International Journal of Financial Studies 5 (2017) 3, pp. 1-18
between gold and stock and to check the effectiveness of gold as a hedge or a safe haven for stocks. Results showed that: (1 …
Persistent link: https://www.econbiz.de/10011996051
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Identifying the role of gold on sustainable investment in Indonesia: The DCC-GARCH approach
Robiyanto, Robiyanto; Nugroho, Bayu Adi; Huruta, … - In: Economies 9 (2021) 3, pp. 1-14
This research investigated the performance of a dynamic portfolio that consists of sustainable/ethical stocks and gold. The main purpose of this study is to prove that the inclusion of gold in sustainable/ethical stocks portfolios could produce better performance. Therefore, the method used in...
Persistent link: https://www.econbiz.de/10013199857
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Can Bitcoin be a diversifier, hedge or safe haven tool?
Stensås, Anders; Nygaard, Magnus Frostholm; Kya, Khine - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-17
This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major … results show that Bitcoin acts as a hedge for investors in most of the developing countries such as Brazil, Russia, India and … investments. Furthermore, it distinguishes the benefits of Bitcoin as a diversifier, hedge and safe haven to investors in the …
Persistent link: https://www.econbiz.de/10012657505
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Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach
Beckmann, Joscha; Berger, Theo; Czudaj, Robert - 2014
This study deals with the issue whether gold actually exhibits the function of a hedge or a safe haven as often … and therefore allows to test whether gold acts as a hedge for stocks, the other one accounts for periods characterized by … findings show that gold serves as a hedge and a safe haven. However, this ability seems to be market-specific. In addition, by …
Persistent link: https://www.econbiz.de/10010420989
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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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The risk premium of gold
Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, … - 2017
bond markets, and investigate the role of gold as a hedge and safe haven asset from an ex-ante point of view. The results … show that gold is not expected to serve as hedge and safe haven for the bond and stock markets, but it is so realized ex …-post. Further, we find that gold is neither expected to be an inflation hedge nor is it realized. …
Persistent link: https://www.econbiz.de/10011776721
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Does gold act as a hedge or a safe haven for stocks? : a smooth transition approach
Beckmann, Joscha; Berger, Theo; Czudaj, Robert - 2014
This study deals with the issue whether gold actually exhibits the function of a hedge or a safe haven as often … and therefore allows to test whether gold acts as a hedge for stocks, the other one accounts for periods characterized by … findings show that gold serves as a hedge and a safe haven. However, this ability seems to be market-specific. In addition, by …
Persistent link: https://www.econbiz.de/10010399913
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Identifying the role of gold on sustainable investment in Indonesia : the DCC-GARCH approach
Robiyanto, Robiyanto; Nugroho, Bayu Adi; Huruta, … - In: Economies : open access journal 9 (2021) 3, pp. 1-14
This research investigated the performance of a dynamic portfolio that consists of sustainable/ethical stocks and gold. The main purpose of this study is to prove that the inclusion of gold in sustainable/ethical stocks portfolios could produce better performance. Therefore, the method used in...
Persistent link: https://www.econbiz.de/10012618904
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Can Bitcoin be a diversifier, hedge or safe haven tool?
Stensås, Anders; Nygaard, Magnus Frostholm; Kya, Khine; … - In: Cogent economics & finance 7 (2019) 1, pp. 1-17
This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major … results show that Bitcoin acts as a hedge for investors in most of the developing countries such as Brazil, Russia, India and … investments. Furthermore, it distinguishes the benefits of Bitcoin as a diversifier, hedge and safe haven to investors in the …
Persistent link: https://www.econbiz.de/10012023388