Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-021-10204-8.pdf
Reference36 articles.
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3. Baruník, J., Kočenda, E., & Vácha, L. (2016). Gold, oil, and stocks: Dynamic correlations. International Review of Economics & Finance, 42, 186–201.
4. Basher, S. A., & Sadorsky, P. (2016). Hedging emerging market stock prices with oil, gold, vix, and bonds: A comparison between dcc, adcc and go-garch. Energy Economics, 54, 235–247.
5. Baumöhl, E., & Lyócsa, Š. (2017). Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis. Finance Research Letters, 23, 152–164.
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