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
Hedge and safe haven investing with investment styles
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DOI: 10.1057/s41260-019-00127-3
Abstract: In this paper, we investigate the role of style investing in determining hedging and safe haven assets using gold and US Treasury bonds as hedging and safe haven assets. We expect that the hedging and… read more here.
Keywords: hedge safe; investing investment; safe investing; investment styles ... See more keywords