Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	International Review of Financial Analysis
DOIs	https://doi.org/10.1016/j.irfa.2018.08.010
Publication status	Published - Nov 2018

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title = "Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices",

author = "Fergal O'Connor",

year = "2018",

month = nov,

doi = "10.1016/j.irfa.2018.08.010",

language = "English",

journal = "International Review of Financial Analysis",

issn = "1057-5219",

publisher = "Elsevier Inc.",

}

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T1 - Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices

AU - O'Connor, Fergal

PY - 2018/11

Y1 - 2018/11

UR - http://dx.doi.org/10.1016/j.irfa.2018.08.010

U2 - 10.1016/j.irfa.2018.08.010

DO - 10.1016/j.irfa.2018.08.010

M3 - Article

SN - 1057-5219

JO - International Review of Financial Analysis

JF - International Review of Financial Analysis

ER -