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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2023
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| Materias: | |
| 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 |