Gold and US sectoral stocks during COVID-19 pandemic

In this study, we examine the hedging relationship between gold and US sectoral stocks during the COVID-19 pandemic. We employ a multivariate volatility framework, which accounts for salient features of the series in the computation of optimal weights and optimal hedging ratios. We find evidence of...

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Detalles Bibliográficos
Autores principales: Salisu, Afees A., Vo, Xuan Vinh, Lucey, Brian
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9756260/
https://www.ncbi.nlm.nih.gov/pubmed/36540612
http://dx.doi.org/10.1016/j.ribaf.2021.101424

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9756260/
https://www.ncbi.nlm.nih.gov/pubmed/36540612
http://dx.doi.org/10.1016/j.ribaf.2021.101424

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