Return and volatility transmission between gold and stock sectors (Record no. 12620)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01007npc a2200157Ia 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140613s2014 xx 000 0 und d |
| 060 ## - NATIONAL LIBRARY OF MEDICINE CALL NUMBER | |
| Classification number | 332.6322 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | KUMAR, DILIP |
| 245 ## - TITLE STATEMENT | |
| Title | Return and volatility transmission between gold and stock sectors |
| Remainder of title | Application of portfolio management and hedging effectiveness |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc. | 2014 |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 5-16 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | The paper investigates the first and second orders moment transmission between gold and Industrial sectors with an application of portfolio design and hedging effectiness using generalised VAR-ADCC-BVGRACH model. Our finding indicate unidirectional significant return spillover from gold to stock sectors. The negative values of estimated time varying conditional correlations are mainly observed during periods of market turbulence and crisis indicating the scope of portfolio diversification and hedging during these period. |
| 653 ## - INDEX TERM--UNCONTROLLED | |
| Uncontrolled term | STOCK MARKET |
| 773 ## - HOST ITEM ENTRY | |
| Other item identifier | P15411 |
| Note | M |
| Host Itemnumber | 27809 |
| Host Biblionumber | 11182 |
| Title | MANAGEMENT REVIEW |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Articles |
No items available.