The Role of Gold as a Hedge and Safe Haven in Shariah-Compliant Portfolios
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References listed on IDEAS
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- repec:eee:mulfin:v:42-43:y:2017:i::p:152-163 is not listed on IDEAS
- Naveed Raza & Ahmad Ibn Ibrahimy & Azwadi Ali & Sajid Ali, 2016. "Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(6), pages 305-318.
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More about this item
KeywordsGold; shariah-compliant equities; wavelet coherence; MGARCH-DCC;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-11-17 (All new papers)
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