World gold prices and stock returns in China: insights for hedging and diversification strategies
Year of publication: |
2014-02-25
|
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Authors: | Arouri, Mohamed El Hedi ; Lahiani, Amine ; Nguyen, Duc Khuong |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | Stock markets | gold prices | diversification and hedging effectiveness | GARCH models |
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