Investigating the Roles of Gold, Stocks and Bonds: A Safe Haven, Hedge or Diversifier?

  • Mat Rahim S
  • Senadjki A
  • Mao W
  • et al.
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Abstract

… Market Index (DJIWEM), gold and US Treasury bills in their vine-copula approach … is quite volatile because it responsive to monetary policy shocks through interest rate and exchange … posited that there is a negative relationship between stock returns and inflation through money …

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APA

Mat Rahim, S. R., Senadjki, A., Mao, W., & Liang, S. (2018). Investigating the Roles of Gold, Stocks and Bonds: A Safe Haven, Hedge or Diversifier? Journal of Islamic Banking and Finance, 6(1). https://doi.org/10.15640/jibf.v6n1a1

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