Precious Metals or Currencies? Which Perform Better as Hedge and Safe-Haven Assets Against the Polish Capital Market in Times of Elevated Risk?
This paper investigates the diversification properties of precious metals and international currencies as potential hedge and safe-haven assets for investors trading on the Polish capital market from 2007 to 2023. We apply two statistical models: the Multivariate Factor Stochastic Volatility (MFSV)...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Collegium of Economic Analysis, SGH Warsaw School of Economics
2026-06-01
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| coleção: | Gospodarka Narodowa. The Polish Journal of Economics |
| Assuntos: | |
| Acesso em linha: | https://gnpje.sgh.waw.pl/Precious-Metals-or-Currencies-Which-Perform-Better-as-Hedge-and-Safe-Haven-Assets,217217,0,2.html |
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