Does gold investment offer protection against stock market losses? evidence from five countries
This study aims to analyze the characteristics of gold as a diversifier, a hedge or a safe haven against the stock market collapse in five countries. We propose the standard TGARCH and quantile technique in the TGARCH frameworks. Gold exhibits considerable evidence of the strong hedge in India and t...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English English |
| Published: |
World Scientific Publishing Co Pte Ltd
2020
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| Subjects: | |
| Online Access: | https://eprints.ums.edu.my/id/eprint/30923/1/Does%20gold%20investment%20offer%20protection%20against%20stock%20market%20losses%20evidence%20from%20five%20countries_ABSTRACT.pdf https://eprints.ums.edu.my/id/eprint/30923/2/Does%20gold%20investment%20offer%20protection%20against%20stock%20market%20losses%20evidence%20from%20five%20countries.pdf https://eprints.ums.edu.my/id/eprint/30923/ https://www.worldscientific.com/doi/epdf/10.1142/S021759081950036X http://dx.doi.org/10.1142/S021759081950036X |
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| Institution: | Universiti Malaysia Sabah |
| Language: | English English |