Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Peijie Ju"'
Publikováno v:
SAGE Open, Vol 13 (2023)
We examine the hedging/safe-haven ability of gold, the US dollar, bonds, crude oil, and Bitcoin against stocks using the unconditional quantile regression (UQR). We reveal that hedging (safe-haven) effect generally decreases (increases) with the quan
Externí odkaz:
https://doaj.org/article/21531db4c7d6411e8dc6e095325a46a4
Publikováno v:
The North American Journal of Economics and Finance. 61:101671
Asymmetry in Hedges, Safe Havens, Flights and Contagion: Unconditional Quantile Regression Approach.
Publikováno v:
SAGE Open. Oct-Dec2023, Vol. 13 Issue 4, p1-60. 60p.