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- W2746974743 abstract "This paper examines the dynamic relationships between gold and stock markets in China. Using daily gold and stock indexes data, we estimated the DCC-GARCH model for the five bear markets since 31 October 2002, and simultaneously used different segments of China’s stock markets for analysis. Our main objective was to examine the time-varying correlations between gold and stock and to check the effectiveness of gold as a hedge or a safe haven for stocks. Results showed that: (1) the dynamic conditional correlations switched between positive and negative values over the periods under study; (2) due to the increasing investment demand of gold, the hedging effect of gold on China’s stock market has strengthened remarkably. Gold acts as a safe haven for only the latest two of the five bear markets analyzed (12 June 2015–26 August 2015 and 22 December 2015–29 February 2016); and (3) for non-bear markets, gold does not offer good risk hedging." @default.
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- W2746974743 date "2017-08-17" @default.
- W2746974743 modified "2023-09-29" @default.
- W2746974743 title "Does Gold Act as a Hedge and a Safe Haven for China’s Stock Market?" @default.
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- W2746974743 doi "https://doi.org/10.3390/ijfs5030018" @default.
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