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The relation between gold and stocks : an analysis of severe bear markets

Chen, An-sing; Lin, James Wuh - In: Applied economics letters 21 (2014) 1/3, pp. 158-170

Persistent link: https://www.econbiz.de/10010239480

The hedge asset for BRICS stock markets : bitcoin, gold or VIX

Shahzad, Syed Jawad Hussain; Bouri, Elie; Ur Rehman, Mobeen - In: The world economy : the leading journal on … 45 (2022) 1, pp. 292-316

Persistent link: https://www.econbiz.de/10012818937

Hedging the risks of MENA stock markets with gold : evidence from the spectral approach

Ourir, Awatef; Bouri, Elie; Essaadi, Essahbi - 2021

Persistent link: https://www.econbiz.de/10012692391

Optimal portfolio allocation between global stock indexes and safe haven assets : gold versus the Swiss Franc : 1999-2021

Tronzano, Marco - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-24

This paper contributes to the literature on safe haven assets, analyzing gold and the Swiss Franc's defensive …. Drawing on Multivariate Garch DCC models, the hedging effectiveness of bivariate Swiss Franc-hedged portfolios is found to be … notably higher than that of gold-hedged portfolios. Value-at-Risk simulations, assuming equal or "optimal" portfolio weights …

Persistent link: https://www.econbiz.de/10013273582