Return and volatility transmission between gold and stock sectors : application of portfolio management and hedging effectiveness
Dilip Kumar
| Year of publication: |
2014
|
|---|---|
| Authors: | Kumar, Dilip |
| Published in: |
IIMB management review. - Bangalore : IIMB, ISSN 0970-3896, ZDB-ID 2413253-6. - Vol. 26.2014, 1, p. 5-16
|
| Subject: | Gold | Hedging effectiveness | Portfolio diversification | VAR-ADCC-BVGARCH model | Hedge ratio | Hedging | Portfolio-Management | Portfolio selection | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Welt | World | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010383433