Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory
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DOI: 10.1016/j.resourpol.2020.101766
Abstract: Abstract The copula concept presents a powerful and flexible tool for studying and modeling multivariate distribution. The most popular copulas are the Archimedean and elliptical copula used to analyze the dependence distribution. In this article,… read more here.
Keywords: copula theory; gold; safe characteristics; copula ... See more keywords