Is gold a Sometime Safe Haven or an Always Hedge for equity investors? : a Markov-Switching CAPM approach for US and UK stock indices
Zhen He, Fergal O'Connor, Jacco Thijssen
| Year of publication: |
2018
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|---|---|
| Authors: | He, Zhen ; O'Connor, Fergal A. ; Thijssen, Jacco J. J. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 60.2018, p. 30-37
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| Subject: | Beta | CAPM | FTSE100 | Gold | Hedge | Markov-switching model | S&P500 | Safe Haven | Stock markets | UK | US | Hedging | Schätzung | Estimation | Markov-Kette | Markov chain | USA | United States | Betafaktor | Beta risk | Aktienindex | Stock index | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.08.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012007458