Clarifying what is a safe haven : an application to the Gold Market

In this thesis, a new approach to the notion of safe haven is developed, building on earlier innovative work by Paulos (2015), and departing from the widely used Baur and Lucey (2010) benchmark. It is our view that such a benchmark neglects the flight-to-quality property a safe haven asset should ha...

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Bibliographic Details
Main Author: Matos, Ana Maria Aires Correia de (author)
Format: masterThesis
Language:eng
Published: 2016
Subjects:
Flight to quality
Gold
Hedge
Safe haven
Volatility
Ativo de refúgio
Cobertura de risco
Ouro
Preferência pela qualidade
Volatilidade
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
Online Access:http://hdl.handle.net/10400.14/19341
Country:Portugal
Oai:oai:repositorio.ucp.pt:10400.14/19341

Internet

http://hdl.handle.net/10400.14/19341

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