Article ID Journal Published Year Pages File Type
5085044 International Review of Financial Analysis 2013 10 Pages PDF
Abstract
► We determine pairwise hedging properties of various major asset classes. ► We analyze if the dependencies between the assets differ in extreme price movements. ► We determine whether asset classes can be considered as safe havens for each other. ► We find that gold acts as a safe haven against the USD and GBP exchange rates.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
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