A Revisit to the Safe Haven Properties of Gold: Empirical Evidence from the Chinese stock market
Based on the literature review, this paper analyzes and explores the correlation between gold and Chinese stock returns, which may be positive, negative, and time-varying. That is, gold can hedge Chinese stock market risk as a safe-haven asset; gold cannot hedge Chinese stock market risk as a safe-h...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2021
|
| Online Access: | https://eprints.nottingham.ac.uk/66375/ |