Showing 71 - 80 of 114,004
the Islamic stock market of Indonesia provides a full hedge against actual, while the conventional stock market does not …
Persistent link: https://www.econbiz.de/10012800376
This paper develops a new methodology for simulating fixed-income return distributions. It is shown that a traditional factor risk model, when augmented with reference returns, is capable of generating visually consistent return distributions for a broad range of fixed income instruments such as...
Persistent link: https://www.econbiz.de/10013317575
This article investigates similarities and differences between gold and four cryptocurrencies (Bitcoin, Ethereum … premia exist in either gold and cryptocurrencies. Third, the response of cryptocurrencies to ex- change rate changes is more … pronounced than for gold at least if developing countries are included. Fourth, gold exhibits a safe haven status, while cryp …
Persistent link: https://www.econbiz.de/10012653877
contract prices from the Commodity Exchange Inc. (COMEX), London Bullion Market Association (LBMA) and Shanghai Gold Exchange … market, COMEX and LBMA maintain their dominant positions and act as the net spillover spreaders in the world gold market with …
Persistent link: https://www.econbiz.de/10014503761
investor who holds a portfolio consisting of Australian conventional and Islamic indices, crude oil, gold, Bitcoin, and the … contribution lies in unveiling an Australian investor's diversification opportunities of a portfolio containing Bitcoin, gold, oil … volatility. The evidence further suggests that Australian investors may benefit from diversification with gold. Nonetheless, the …
Persistent link: https://www.econbiz.de/10014505734
In this paper, we propose a gold price index that enables market participants to separate the change in the ‘intrinsic …' value of gold from changes in global exchange rates. The index is a geometrically weighted average of the price of gold … denominated in different currencies, with weights that are proportional to the market power of each country in the global gold …
Persistent link: https://www.econbiz.de/10012961845
haven property of an asset. Our findings indicate that while gold serves as a hedge instrument for all countries in our …The literature has not settled down on safe haven property of gold in emerging and developing countries. Therefore, in … this study, we revisit the international evidence on hedging and safe haven role of gold for 34 emerging and developing …
Persistent link: https://www.econbiz.de/10012891477
This article investigates similarities and differences between gold and four cryptocurrencies (Bitcoin, Ethereum … premia exist in either gold and cryptocurrencies. Third, the response of cryptocurrencies to ex- change rate changes is more … pronounced than for gold at least if developing countries are included. Fourth, gold exhibits a safe haven status, while cryp …
Persistent link: https://www.econbiz.de/10012603210
investor who holds a portfolio consisting of Australian conventional and Islamic indices, crude oil, gold, Bitcoin, and the … contribution lies in unveiling an Australian investor's diversification opportunities of a portfolio containing Bitcoin, gold, oil … volatility. The evidence further suggests that Australian investors may benefit from diversification with gold. Nonetheless, the …
Persistent link: https://www.econbiz.de/10014444809
enhance investments in gold to avoid the element of ‘syubhah’ or doubts since gold has been used in the past for many … functions. Investment in gold has been in demand for the past few years especially in hedging strategies. In this paper, we … study the relationships between selected currencies in terms gold prices and their movements in volatility and correlation …
Persistent link: https://www.econbiz.de/10011185385