In search of hedges and safe havens : revisiting the relations between gold and oil in the rolling regression framework
Sławomir Śmiech, Monika Papież
| Year of publication: |
February 2017
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|---|---|
| Authors: | Śmiech, Sławomir ; Papież, Monika |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 20.2017, p. 238-244
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| Subject: | Hedge | Safe haven | Commodity | Stock market | Rolling regression | Breaks in volatility | Volatilität | Volatility | Hedging | Gold | Regressionsanalyse | Regression analysis | Aktienmarkt | Schätzung | Estimation | Welt | World | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2016.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011806928