Exploring the dynamic interdependence between gold and other financial markets
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- Reboredo, Juan C., 2013. "Is gold a safe haven or a hedge for the US dollar? Implications for risk management," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2665-2676.
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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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