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, Thijssen, JaccoVolume:
60
Language:
english
Journal:
International Review of Financial Analysis
DOI:
10.1016/j.irfa.2018.08.010
Date:
November, 2018
File:
PDF, 2.09 MB
english, 2018