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: Add references at 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. ().