Is gold good for hedging? lessons from the Malaysian sectoral stock indices
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References listed on IDEAS
- Dirk G. Baur & Brian M. Lucey, 2010.
"Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold,"
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Eastern Finance Association, vol. 45(2), pages 217-229, May.
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More about this item
Keywordssectoral stock indices; gold; Granger-causality; time series techniques;
- 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
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-05-02 (All new papers)
- NEP-MAC-2015-05-02 (Macroeconomics)
- NEP-RMG-2015-05-02 (Risk Management)
- NEP-SEA-2015-05-02 (South East Asia)
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