An Analysis of Gold Futures as an Alternative Asset: Evidence from India
<p>This study incorporates the regime switching framework to investigate the hedge and safe haven property of gold futures against the stock and bond market movements. The Markov-Switching Vector Autoregression (MS-VAR) model is adopted, which splits the whole sample period into two extreme re...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2018-11-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/7346 |