Similar Search Results

Anything but gold - the golden constant revisited

Carpantier, Jean-François - In: Journal of commodity markets 24 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013392392

What drives gold demand in central bank's foreign exchange reserve portfolio?

Ghosh, Amit - In: Finance research letters 17 (2016), pp. 146-150

Persistent link: https://www.econbiz.de/10011596266

The risk premium of gold

Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, … - In: Journal of international money and finance 94 (2019), pp. 140-159

Persistent link: https://www.econbiz.de/10012135152

Gold as a financial instrument

Gomis-Porqueras, Pedro; Shi, Shuping; Tan, David - In: Journal of commodity markets 27 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10014276300

A comparative analysis of the investment characteristics of alternative gold assets

Pullen, Tim; Benson, Karen; Faff, Robert W. - In: Abacus : a journal of accounting, finance and business … 50 (2014) 1, pp. 76-92

Persistent link: https://www.econbiz.de/10010351516

Hedging market volatility with gold

Dicle, Mehmet F.; Levendis, John D. - In: Quantitative finance and economics 1 (2017) 3, pp. 253-271

Persistent link: https://www.econbiz.de/10012137790

Is gold a hedge or a safe haven? : an analysis of stocks, bonds and gold

Baur, Dirk G.; Lucey, Brian M. - In: The financial review : the official publication of the … 45 (2010) 2, pp. 217-229

Persistent link: https://www.econbiz.de/10003974057

Risk determinants of gold betas

Lian, Yu-Min; Liao, Szu-Lang - In: The empirical economics letters : a monthly … 13 (2014) 10, pp. 1099-1104

Persistent link: https://www.econbiz.de/10010527311

Hedge effectiveness of put replication, gold, and oil on ASEAN-5 equities

Robiyanto, Robiyanto; Nugroho, Bayu Adi; Handriani, Eka; … - In: Financial innovation : FIN 6 (2020) 53, pp. 1-29

effectiveness of put replication, gold, and oil on hedge equities in the ASEAN-5 (Indonesia, Malaysia, Singapore, Thailand, and the …-adjusted-performance such as Sharpe ratio, drawdown, and Omega ratio. The result reveals that gold is a cheaper hedge than oil and oil …-related portfolio should diversify to Philippine equity. From hedging effectiveness and risk-adjusted-performance perspectives, oil is …

Persistent link: https://www.econbiz.de/10012418412

The autumn effect of gold

Baur, Dirk G. - In: Research in international business and finance 27 (2013), pp. 1-11

Persistent link: https://www.econbiz.de/10009708107

1
2
3
4
5
6
7
8
9
10
Next
Last