| dc.contributor.author | GURDGIEV, CONSTANTIN | |
| dc.contributor.author | LUCEY, BRIAN MICHAEL | |
| dc.date.accessioned | 2011-09-02T08:52:05Z | |
| dc.date.available | 2011-09-02T08:52:05Z | |
| dc.date.issued | 2011 | |
| dc.date.submitted | 2011 | en |
| dc.identifier.citation | Ciner, Cetin, Gurdgiev, Constantin and Lucey, Brian M., Hedges and Safe Havens An Examination of Stocks, Bonds, Oil, Gold and the Dollar, 2011 | en |
| dc.identifier.other | N | |
| dc.identifier.uri | http://hdl.handle.net/2262/59244 | |
| dc.description | PUBLISHED | en |
| dc.description.abstract | We investigate five major financial asset classes, examining how and under what circumstances each may act as a hedge or a safe haven to each other. Using the approach of Baur and Lucey (2010) and Baur and McDermott (2010) we find that , in line with conventional investment strategies, gold acts as a safe haven for most assets, except oil. Bonds do not appear to be a longterm hedge against equity price movements but do act as a safe haven for equities. | en |
| dc.language.iso | en | en |
| dc.rights | Y | en |
| dc.subject | Economics | en |
| dc.subject | Business | en |
| dc.subject | DCC Garch | en |
| dc.subject | Gold | en |
| dc.title | Hedges and Safe Havens An Examination of Stocks, Bonds, Oil, Gold and the Dollar | en |
| dc.type | Working Paper | en |
| dc.type.supercollection | scholarly_publications | en |
| dc.identifier.peoplefinderurl | http://people.tcd.ie/gurdgic | |
| dc.identifier.peoplefinderurl | http://people.tcd.ie/blucey | |
| dc.identifier.rssinternalid | 74808 | |
