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Gold price and stock markets nexus under mixed-copulas · Study

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ArticleGold price and stock markets nexus under mixed-copulas

Cuong Cao Nguyen2016

Article2016

Gold price and stock markets nexus under mixed-copulas

Cuong Cao Nguyen · M. Ishaq Bhatti · Magda Komorníková · Jozef Komorník

114 citations·0/0 files stored·Economic Modelling

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Financial Risk and Volatility Modeling Market Dynamics and Volatility COVID-19 Pandemic Impacts

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References

1999An Introduction to Copulas 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2010Is gold a safe haven? International evidence 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask 1998Understanding Relationships Using Copulas 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions 2007Measuring financial contagion: A Copula approach

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2020The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk 2020How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models 2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean 2020Revisiting the valuable roles of commodities for international stock markets 2020Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes

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Year2016

Typearticle

Published2016-06-24

VenueEconomic Modelling

ISSN-L0264-9993

Languageen

Citations114

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.econmod.2016.05.024

openalex_workW2467697427

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