Does gold investment offer protection against stock market losses? evidence from five countries

This study aims to analyze the characteristics of gold as a diversifier, a hedge or a safe haven against the stock market collapse in five countries. We propose the standard TGARCH and quantile technique in the TGARCH frameworks. Gold exhibits considerable evidence of the strong hedge in India and t...

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Bibliographic Details
Main Authors: Mohd Fahmi Ghazali, Hooi, Hooi Lean, Zakaria Bahari
Format: Article
Language:English
English
Published: World Scientific Publishing Co Pte Ltd 2020
Subjects:
Online Access:https://eprints.ums.edu.my/id/eprint/30923/1/Does%20gold%20investment%20offer%20protection%20against%20stock%20market%20losses%20evidence%20from%20five%20countries_ABSTRACT.pdf
https://eprints.ums.edu.my/id/eprint/30923/2/Does%20gold%20investment%20offer%20protection%20against%20stock%20market%20losses%20evidence%20from%20five%20countries.pdf
https://eprints.ums.edu.my/id/eprint/30923/
https://www.worldscientific.com/doi/epdf/10.1142/S021759081950036X
http://dx.doi.org/10.1142/S021759081950036X
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