Is gold still a safe haven for stock markets? : new insights through the tail thickness of portfolio return distributions
Year of publication: |
2022
|
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Authors: | Echaust, Krzysztof ; Just, Małgorzata |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 63.2022, p. 1-19
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Subject: | Block maxima method (BMM) | Coronavirus disease 2019 (COVID-19) | Extreme value theory (EVT) | Fat tails | Global financial crisis (GFC) | Safe-haven asset | Coronavirus | Finanzkrise | Financial crisis | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Ausreißer | Outliers | Risikomaß | Risk measure | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Internationaler Finanzmarkt | International financial market | Welt | World | Schätzung | Estimation | Börsenkurs | Share price |
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