Abstract
This paper aims to analyze the relationship between gold in Thai market and stock exchange of Thailand (SET). Specifically, we test the hypothesis that gold behaves as a hedge or a safe haven for SET. The econometric analysis for a sample spanning almost 11 year period from 2001 to 2011 reveals that Thai gold is not a hedge or a strong safe haven for SET.
| Original language | English |
|---|---|
| Pages (from-to) | 90-95 |
| Number of pages | 6 |
| Journal | European Journal of Scientific Research |
| Volume | 74 |
| Issue number | 1 |
| Publication status | Published - Apr 2012 |
Keywords
- Gold
- Hedge
- Safe haven
- Stock markets
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