A volatility-based approach to gold as a safe haven: can it explain the abnormalities in gold returns during periods of extreme financial adversity?
In this paper, the authors provide an explanation of the abnormal behavior of gold returns between the 1st of January 2008 and the 31st of December 2013. The authors suggest a behavioral finance foundation to the fact that gold returns exceed those of a wide range of other assets over this period. T...
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| Format: | article |
| Language: | eng |
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2018
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| Online Access: | http://hdl.handle.net/10400.14/25141 |
| Country: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/25141 |