Thursday, August 22, 2013

22/8/2013: Hedges & Safe Havens out in print

Our paper on hedges and safe havens is finally out in print. Full citation:

Cetin Ciner, Constantin Gurdgiev, Brian M. Lucey, "Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates"

International Review of Financial Analysis, Volume 29, September 2013, Pages 202-211
ISSN 1057-5219
http://dx.doi.org/10.1016/j.irfa.2012.12.001.
http://www.sciencedirect.com/science/article/pii/S1057521912001226
Keywords: Safe havens; Quantile regressions gold; Oil
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