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Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew- t copula approach
Liu, Chung-Shin, Chang, Meng-Shiuh, Wu, Ximing, Chui, Chin ManLanguage:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2016.1176238
Date:
May, 2016
File:
PDF, 503 KB
english, 2016