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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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2016
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| Texto completo: | http://hdl.handle.net/10400.14/19341 |
| País: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/19341 |