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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2021
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| 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 |