Does gold serve as a hedge for the stock market in China? : evidence from a time-frequency analysis
Lei Ming, Yao Shen, Shenggang Yang, Sangzhi Zhu, and Hong Zhu
| Year of publication: |
2020
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|---|---|
| Authors: | Ming, Lei ; Shen, Yao ; Yang, Shenggang ; Zhu, Sangzhi ; Zhu, Hong |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 3, p. 659-672
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| Subject: | gold price | hedge | policy reform | stock market | wavelet analysis | China | Aktienmarkt | Stock market | Hedging | Gold | Schätzung | Estimation | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1677225 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211492