Hedging Market Volatility with Gold
The 2008 financial crisis refocused investors’ attention to several safe-haven assets, mostnotably gold and US Treasuries. We compare the role of these two assets as potential hedge instrumentsfor thirteen major indexes’ returns and their volatilities. Our study extends the literature by usinggold r...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2017-10-01
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| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | http://www.aimspress.com/QFE/article/1644/fulltext.html |