Cargando…
Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach
Gold as a tradable financial asset has acquired the reputation of a safe haven from market turbulence. The objective of this study is to investigate empirically the relationship between gold prices and implied volatility in the futures markets of gold, re-examine the leverage hypothesis and attempt...
| Autor principal: | |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8210741/ https://www.ncbi.nlm.nih.gov/pubmed/34778835 http://dx.doi.org/10.1007/s43546-021-00092-3 |