Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries

Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries

Abstract This study addresses whether gold exhibits the function of a hedge or safe haven as often referred to in academia. It contributes to the existing literature by (i) revisiting this question for the principal stock markets in the Middle East and North Africa (MENA) region and (ii) using the c...

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Bibliographic Details
Main Authors: Walid Mensi, Debasish Maitra, Refk Selmi, Xuan Vinh Vo
Format: Article
Language:English
Published: SpringerOpen 2023-02-01
Series:Financial Innovation
Subjects:
Copula
CoVaR
Extreme dependence
Gold
MENA markets
Risk spillovers
Online Access:https://doi.org/10.1186/s40854-023-00451-z

Internet

https://doi.org/10.1186/s40854-023-00451-z

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