A Revisit to the Safe Haven Properties of Gold: Empirical Evidence from the Chinese stock market

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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...

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Bibliographic Details
Main Author:	TANG, Xiaohui
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2021
Online Access:	https://eprints.nottingham.ac.uk/66375/

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