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~subject:"Portfolio selection"
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ECONIS (ZBW)
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1
Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors
Semeyutin, Artur
;
Downing, Gareth
- In:
International review of financial analysis
81
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013396249
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2
Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets
Semeyutin, Artur
;
Gozgor, Giray
;
Lau, Chi Keung
;
Xu, Bing
- In:
Energy economics
104
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013364409
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3
An empirical study on dynamic association among gold market, crude oil market and stock market returns in India
Singh, Archana
;
Kushwaha, Shalini
- In:
The Indian journal of economics
101
(
2020
)
400
,
pp. 101-114
Persistent link: https://www.econbiz.de/10013179511
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4
Gold as safe haven for G-7 stocks and bonds : a revisit
Shahzad, Syed Jawad Hussain
;
Raza, Naveed
;
Roubaud, David
; …
- In:
Journal of quantitative economics
17
(
2019
)
4
,
pp. 885-912
Persistent link: https://www.econbiz.de/10012418769
Saved in:
5
On the co-movements among gold and other financial markets : a multivariate time-varying asymmetric approach
El Abed, Riadh
;
Zardoub, Amna
- In:
International economics and economic policy : IEEP
16
(
2019
)
4
,
pp. 701-719
Persistent link: https://www.econbiz.de/10012256792
Saved in:
6
Asymmetric correlations in gold and other financial markets
Miyazaki, T.
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
46/48
,
pp. 4419-4425
Persistent link: https://www.econbiz.de/10011640106
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