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
