Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates
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DOI: 10.1016/j.irfa.2012.12.001
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More about this item
Keywords
Safe havens; Quantile regressions gold; Oil;All these keywords.
JEL classification:
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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