Hedging and safe haven assets dynamics in developed and developing markets : are different markets that much different?
Year of publication: |
2024
|
---|---|
Authors: | Gurdgiev, Constantin ; Petrovskiy, Alexander |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 92.2024, Art.-No. 103059, p. 1-18
|
Subject: | DCC-GARCH | Developed markets | Emerging markets | Hedging | Safe haven | SVAR | Schwellenländer | Emerging economies | Welt | World | Industrieländer | Industrialized countries |
-
The hedging effectiveness of global sectors in emerging and developed stock markets
Jin, Jiayu, (2020)
-
Is gold a safe haven against equity market investment in emerging and developing countries?
Gürgün, Gözde, (2014)
-
Is gold a safe haven against equity market investment in emerging and developing countries?
Gürgün, Gözde, (2014)
- More ...
-
The Irish Economy: Three Strikes and You’re Out?
Gurdgiev, Constantin, (2011)
-
Learning from the Irish Experience – A Clinical Case Study in Banking Failure
Lucey, Brian M, (2014)
-
Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
Ciner, Cetin, (2013)
- More ...