World gold prices and stock returns in China : insights for hedging and diversification strategies
Mohamed El Hedi Arouri; Amine Lahiani; Duc Khuong Nguyen
| Year of publication: |
2015
|
|---|---|
| Authors: | Arouri, Mohamed ; Lahiani, Amine ; Nguyen, Duc Khuong |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 44.2015, p. 273-282
|
| Subject: | Stock markets | Gold prices | Diversification and hedging effectiveness | GARCH models | Hedging | China | Diversifikation | Diversification | Gold | Portfolio-Management | Portfolio selection | Welt | World | ARCH-Modell | ARCH model | Börsenkurs | Share price | 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/10011326226