IN SEARCH OF HEDGES AND SAFE HAVENS IN GLOBAL FINANCIAL MARKETS

Stanisław Wanat (), Sławomir Śmiech and Monika Papież ()

Statistics in Transition New Series, 2016, vol. 17, issue 3, 557-574

Abstract: The aim of the paper is to search for hedges and safe havens within three instrument classes: assets (represented by...

Keywords: market regimes; clustering methods; copula; DCC-GARCH (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://www.exeley.com/exeley/journals/statistics_ ... attrans-2016-038.pdf (application/pdf)
https://www.exeley.com/statistics_in_transition/doi/10.21307/stattrans-2016-038 (text/html)

Related works:
Journal Article: In Search of Hedges and Safe Havens in Global Financial Markets (2016)
Journal Article: In Search of Hedges and Safe Havens in Global Financial Markets (2016)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:exl:29stat:v:17:y:2016:i:3:p:557-574

DOI: 10.21307/stattrans-2016-038

Access Statistics for this article

More articles in Statistics in Transition New Series from Polish Statistical Association
Bibliographic data for series maintained by MPS Ltd. ().