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 benefits of bonds, crude oil, gold and VIX futures for global stock markets including G-12 countries, selected Eurozone, regional world Islamic conventional stock markets
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| Corporate Author: | |
| Published: |
Kuala Nerus, Terengganu:
Universiti Malaysia Terengganu,
2017.
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| Subjects: |
BILIK BAHAN SUMBER MEDIA
| Call Number: |
HG 6024 .A3 R3 2017 |
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| Accession | Item Category | Format | Status | Notes |
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| 1100110458 | Tesis | CD-ROM | AVAILABLE |