Is gold the best hedge and a safe haven under changing stock market volatility?
作者： Matthew Hood , Farooq Malik
DOI: 10.1016/J.RFE.2013.03.001
关键词: Financial market participants 、 Hedge (finance) 、 Economics 、 Volatility (finance) 、 Autoregressive conditional heteroskedasticity 、 Financial economics 、 Safe haven 、 Stock market volatility 、 Modern portfolio theory 、 Stock market 、 Economics and Econometrics 、 Finance
摘要: … Our results show that VIX is a superior hedging tool and serves as a better … Our results suggest that VIX is a superior hedging tool and serves as a better safe haven than gold during our …
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