In Search of Hedges and Safe Havens in Global Financial Markets
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- Stanisław Wanat & Sławomir Śmiech & Monika Papież, 2016. "In Search Of Hedges And Safe Havens In Global Financial Markets," Statistics in Transition New Series, Polish Statistical Association, vol. 17(3), pages 557-574, September.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Śmiech, Sławomir & Papież, Monika, 2017. "In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework," Finance Research Letters, Elsevier, vol. 20(C), pages 238-244.
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Keywordsmarket regimes; clustering methods; copula; DCC-GARCH;
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