Hedging benefit of safe-haven gold in terms of co-skewness and covariance in stock market
© Springer Nature Switzerland AG 2019. This study revisits the question of whether or not gold offers a hedging benefit for stock returns. Thus, we examine this benefit in terms of conditional co-skewness in which relate to the selected stock markets, conditional beta risk, and correlation. We use t...
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| Main Authors: | , , |
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| 格式: | Book Series |
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2019
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85064211684&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/65539 |
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| 機構: | Chiang Mai University |