Does gold serve as a hedge for the stock market in China? : evidence from a time-frequency analysis
Year of publication: |
2020
|
---|---|
Authors: | Ming, Lei ; Shen, Yao ; Yang, Shenggang ; Zhu, Sangzhi ; Zhu, Hong |
Subject: | gold price | hedge | policy reform | stock market | wavelet analysis | China | Aktienmarkt | Stock market | Hedging | Gold | Schätzung | Estimation | Zustandsraummodell | State space model |
-
Thuy Tien Ho, (2022)
-
Si, Dengkui, (2019)
-
Multiscale test of CAPM for three Central and Eastern European stock markets
Dajčman, Silvo, (2013)
- More ...
-
Ming, Lei, (2022)
-
A revisit to the hedge and safe haven properties of gold : New evidence from China
Ming, Lei, (2020)
-
The Double Nature of the Price of Gold
Ming, Lei, (2016)
- More ...