Please use this identifier to cite or link to this item:
http://hdl.handle.net/20.500.11861/10707| Title: | Hedging global stock markets with bitcoin, precious metals, copper, crude oil and agricultural commodities: Evidence from multivariate asymmetric GARCH approach |
| Authors: | Dr. WOO Kai Yin Zheng, Zhuangxing |
| Issue Date: | 2025 |
| Abstract: | This paper examines effectiveness of hedging global stock market indexes with hedge asset future of bitcoin, precious metals (gold, silver and palladium), copper, crude oil and agricultural products (wheat, orange juice and corn). Eleven global stock market indexes were selected from developed and developing economies: ASX 200, MSCIUS, MSCI Europe, performance of hedging with the aforementioned asset futures. |
| Description: | 52 pages. |
| Type: | Working Paper |
| URI: | http://hdl.handle.net/20.500.11861/10707 |
| Appears in Collections: | Economics and Finance - Working Paper |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| Hedging Global Stock Markets .pdf | 1.71 MB | Adobe PDF | View/Open |
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