Modeling the asymmetric dynamics of financial assets : insights into hedging, safe haven and portfolio diversification strategies
This thesis examines the dynamic dependence, hedging effectiveness, safe haven and portfolio diversification benefit of bonds, crude oil, gold and VIX future for global stock markets including G-12 countries, selected Eurozone, regional world islamand conventional stock markets.
| Main Author: |
Raza, Naveed |
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| Language: | English |
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| Published: |
Terengganu:
Universiti Malaysia Terengganu,
2017.
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| Subjects: |
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