Determining hedges and safe havens for stocks using interval analysis
Meng-Shiuh Chang, Peijie Ju, Yilei Liu, Shao-Chieh Hsueh
| Year of publication: |
2022
|
|---|---|
| Authors: | Chang, Meng-Shiuh ; Ju, Peijie ; Liu, Yilei ; Hsueh, Shao-Chieh |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 61.2022, p. 1-31
|
| Subject: | Gold | Government bond | Interval time series | Safe haven | US dollar | Hedging | Öffentliche Anleihe | Public bond | Theorie | Theory | Zeitreihenanalyse | Time series analysis | US-Dollar | USA | United States | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101671 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013449302