Exploring the dynamic interdependence between gold and other financial markets
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References listed on IDEAS
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More about this item
KeywordsGold market; Stock market; Bond market; Foreign exchange market; Interdependence; Asymmetric dynamic conditional correlation model; Flight to quality; Hedge; Safe haven;
- G1 - Financial Economics - - General Financial Markets
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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