COVID 前后贵金属的动态相关性和对冲能力

IF 2 Q2 ECONOMICS Cogent Economics & Finance Pub Date : 2024-08-05 DOI:10.1080/23322039.2024.2382375
Hamdan Bukenya Ntare, John Weirstrass Muteba Mwamba, Franck Adekambi
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引用次数: 0

摘要

本研究探讨了约翰内斯堡证券交易所贵金属股票收益在 COVID 前后情景下的动态相关性和对冲比率,以确定它们是否可用于...
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Dynamic correlation and hedging ability of precious metals in pre- and post-COVID periods
This study examines the dynamic correlations and hedge ratios of precious metal stock returns of the Johannesburg stock exchange in pre- and post-COVID scenarios to determine if they can be used to...
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来源期刊
CiteScore
3.00
自引率
15.80%
发文量
309
审稿时长
12 weeks
期刊介绍: Cogent Economics & Finance, part of Taylor & Francis / Routledge, is a multidisciplinary open access journal publishing high-quality peer-reviewed research by authors from across the globe. Our inclusive nature ensures we cover the entire scope of economics and finance research – from financial economics to economic philosophy and everything in between, including replication studies – and we make sure this research is visible to everyone, anywhere, any time. Cogent Economics & Finance is headed up by an expert team of Senior Editors who, in keeping with our vision of inclusivity and sharing, evaluate submissions on scholarly merit and research integrity. Manuscripts are never rejected purely on the grounds of perceived importance or impact on the research community; article-level metrics allow the research to be assessed on its own merit.
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