Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach
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More about this item
Keywords
Tehran Stock Exchange; Gold; Markov switching; Hedge; Safe haven;All these keywords.
JEL classification:
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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