Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach

We investigate gold’s role as a hedge or safe haven against oil price and currency movements across calm and extreme market conditions. For the empirical analysis, we extend the intraday multifractal correlation measure developed by Madani et al. (Bankers, Markets & Investors, 163:2–13, 2020) to...

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Detalles Bibliográficos
Autores principales: Madani, Mohamed Arbi, Ftiti, Zied
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8566682/
https://www.ncbi.nlm.nih.gov/pubmed/34751200
http://dx.doi.org/10.1007/s10479-021-04288-6

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8566682/
https://www.ncbi.nlm.nih.gov/pubmed/34751200
http://dx.doi.org/10.1007/s10479-021-04288-6

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