Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations
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DOI: 10.1016/j.resourpol.2024.104957
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Keywords
Wavelet quantile; Karachi stock exchange; COVID-19; Gold; Hedging effectiveness;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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