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Is Gold a Sometime Safe Haven or an Always Hedge for Equity Investors? A Markov-Switching CAPM Approach for US and UK Stock Indices

He, Zhen - 2018

This paper re-examines gold's role as a tool for investors to manage their portfolio risk. We begin by assessing gold's average relationship to an investor's diversified equity portfolio by applying the basic Capital Asset Pricing Model (CAPM) to UK and US equity indices. Next, we apply a...

Persistent link: https://www.econbiz.de/10012911678

Is gold a Sometime Safe Haven or an Always Hedge for equity investors? : a Markov-Switching CAPM approach for US and UK stock indices

He, Zhen; O'Connor, Fergal A.; Thijssen, Jacco J. J. - In: International review of financial analysis 60 (2018), pp. 30-37

Persistent link: https://www.econbiz.de/10012007458

Friday the 13th and the philosophical basis of financial economics

Lucey, Brian M. - In: Journal of economics and finance 24 (2000) 3, pp. 294-301

Persistent link: https://www.econbiz.de/10001569189

Are local of international influences responsible for the pre-holiday behaviour of Irish equities?

Lucey, Brian M. - In: Applied financial economics 15 (2005) 6, pp. 381-389

Persistent link: https://www.econbiz.de/10002708169

Why investors should not be cautious about the academic approach to testing for stock market anomalies

Lucey, Brian M.; Alañón Pardo, Ángel - In: Applied financial economics 15 (2005) 3, pp. 165-171

Persistent link: https://www.econbiz.de/10002598351

Weather, biorhytms, beliefs and stock returns - some preliminary Irish evidence

Dowling, Michael; Lucey, Brian M. - In: International review of financial analysis 14 (2005) 3, pp. 337-355

Persistent link: https://www.econbiz.de/10002960541

A success dressed as a failure? : evidence from post-IPO withdrawal outcomes in Europe

Helbing, Pia; Lucey, Brian M. - In: European financial management : the journal of the … 30 (2024) 5, pp. 2682-2716

Persistent link: https://www.econbiz.de/10015142076

The effect of gender on stock price reaction to the appointment of directors : the case of the FTSE 100

Lucey, Brian M.; Carron, Brenda - In: Applied economics letters 18 (2011) 13/15, pp. 1225-1229

Persistent link: https://www.econbiz.de/10009348163

Equity market integration in the Asia Pacific region : evidence from discount factors

Claus, Edda; Lucey, Brian M. - In: Research in international business and finance 26 (2012) 2, pp. 137-163

Persistent link: https://www.econbiz.de/10009618268

Integration of smaller European equity markets : a time-varying integration score analysis

Birg, Gregory; Lucey, Brian M. - In: Applied financial economics letters 2 (2006) 6, pp. 395-400

Persistent link: https://www.econbiz.de/10003397276