Is gold a Sometime Safe Haven or an Always Hedge for Equity Investors? A Markov-Switching CAPM Approach for US and UK Stock Indices - Research Database, The University of York

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Is gold a Sometime Safe Haven or an Always Hedge for Equity Investors? A Markov-Switching CAPM Approach for US and UK Stock Indices

Research output: Contribution to journal › Article

Published copy (DOI)

10.1016/j.irfa.2018.08.010

Author(s)

Zhen He
Fergal O'Connor
Jacco Johan Jacob Thijssen

Department/unit(s)

Management

Publication details

Journal	International Review of Financial Analysis
Date	Accepted/In press - 23 Aug 2018
Date	Published (current) - 20 Sep 2018
Volume	60
Number of pages	8
Pages (from-to)	30-37
Original language	English

Bibliographical note

© 2018 Elsevier Inc. All rights reserved. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.

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