Linkages between gold and Latin American equity markets: portfolio implications

Linkages between gold and Latin American equity markets: portfolio implications

Purpose – The authors aim to examine the mean and volatility linkages between the gold market and the Latin American equity markets in the entire sample period and two crises periods, namely the US financial crisis and the Chinese crash. Design/methodology/approach – To examine the return and volati...

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Bibliographic Details
Main Authors: Imran Yousaf, Hasan Hanif, Shoaib Ali, Syed Moudud-Ul-Huq
Format: Article
Language:English
Published: Emerald Publishing 2021-12-01
Series:Journal of Economics Finance and Administrative Science
Subjects:
gold markets
equity markets
us financial crises
chinese equity market crash
g10
g13
Online Access:https://www.emerald.com/insight/content/doi/10.1108/JEFAS-04-2020-0139/full/pdf?title=linkages-between-gold-and-latin-american-equity-markets-portfolio-implications

Internet

https://www.emerald.com/insight/content/doi/10.1108/JEFAS-04-2020-0139/full/pdf?title=linkages-between-gold-and-latin-american-equity-markets-portfolio-implications

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