Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries

This study addresses whether gold exhibits the function of a hedge or safe haven as often referred to in academia. It contributes to the existing literature by (i) revisiting this question for the principal stock markets in the Middle East and North Africa (MENA) region and (ii) using the copula-qua...

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Detalles Bibliográficos
Autores principales: Mensi, Walid, Maitra, Debasish, Selmi, Refk, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9899663/
https://www.ncbi.nlm.nih.gov/pubmed/36777284
http://dx.doi.org/10.1186/s40854-023-00451-z

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9899663/
https://www.ncbi.nlm.nih.gov/pubmed/36777284
http://dx.doi.org/10.1186/s40854-023-00451-z

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