Gold and Government Bonds as Safe-Haven Assets Against Stock Market Turbulence in China
We examine whether gold and China’s government bonds are safe-haven assets against the turbulence of the Shanghai Stock Exchange Composite Index by employing vine copula models during the 2003 to 2015 period. We find that either bonds or gold can be a weak safe haven but only gold can be a strong sa...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2021-01-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/2158244021990655 |