Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH ☆

By S. Basher, Perry Sadorsky. 2015

508 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/12d53b10595c126a1fbb00858c4e278cf849bbae

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Elie Bouri
2. David Roubaud
3. Rangan Gupta
4. Aviral Kumar Tiwari
5. Muhammad Shahbaz
6. Andrew Urquhart
7. Brian M. Lucey
8. Qiang Ji

In Finance

1. Rangan Gupta
2. Elie Bouri
3. David Roubaud
4. Aviral Kumar Tiwari
5. Andrew Urquhart
6. Brian M. Lucey
7. Shaen Corbet
8. L. Yarovaya

Citations in the corpus

• Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries (2017, unknown): “Basher and Sadorsky (2016) examine the links between oil and gold and emerging country equities, represented by the MSCI emerging market index.”
• Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2016, background): “Basher and Sadorsky (2016) concentrate on the hedging capability of the VIX against a falling stock market.”
• Coronavirus and Oil Price Crash (2020, unknown): “sort to a nonparametric causality-inquantile technique and focus on the US economy. They document a bilateral causality between oil price and financial volatility. The result confirms the findings by Basher and Sadorsky (2016) who investigate the hedging property of oil prices and VIX (the implied f”