TAIL DEPENDENCE BETWEEN GOLD AND SECTORIAL STOCKS IN CHINA: INSIGHTS FOR PORTFOLIO DIVERSIFICATION

The relationship between various futures markets and related stock market groups, for example, gold versus gold mining shares.. bonds and stocks versus overseas bond and stock markets.[r]

A Bonds, cash, and savings B Gold, Roth TRAs, and mutual ____ funds C Annuities, domestic stocks, and real estate D Roth IRAs, real estate, and international stocks Which types of invest[r]

We measured temperature dependence of sheet resistance and current-voltage characteristics and also performed scanning electron microscopy [SEM] analysis of gold nanolayers.. It was show[r]

In this paper, employ asymmetric multivariate GARCH approaches to examine their performance on the volatility interactions between global crude oil prices and seven major stock market indices. Insofar as volatility spillover across these markets is a crucial element for portfolio diversification an[r]

New Rural Cooperative Medical Scheme (NRCMS) was developed to improve the health security for rural residents. This study aimed to assess the trend of disparity between coastland and inland in medical expenditure burden for rural inpatients with malignant tumor from 2007 to 2016 under the effect of[r]

Apple’s Products to Undergo ‘Security Inspection’ by China
In a move to gain better access to the tech market in China, Apple has agreed to offer its line of products for Internet security evaluation by the Chinese regime, reported the staterun Beijing News on Jan. 21.
Negotiations between Apple CEO[r]

TRANG 1 CHAPTER 17 CTAS AND PORTFOLIO DIVERSIFICATION: A STUDY THROUGH TIME NICOLAS LAPORTE T he standard mean/variance framework and the concept of efficient fron-tiers are one way of a[r]

Due to the increasing popularity of gold as an investment the demand for effective risk management techniques for gold investments has increased as well. In this paper we analyze several drivers of the price of gold that have been proposed in the past. Our analysis indicates that short-term volatili[r]

The results of running the VAR model in the two periods from 01/2006 to 04/2012 and 05/2012 to 12/2016 are statistically significant because they have passed the basic tests: LM Test has no significant correlation between residuals, the model ensures stability.
Firstly, th[r]

The tension between “groaning in the spirit” and celebrating a holy life; the ultimate conquest of death by faith; the utter dependence on Christ for recovery from loss; the salvi fi c inversion of life and death; the reinscription of mourning as a con fi rmat[r]

A significant difference between silver and gold is that silver has underperformed relative to gold so far this year; the silver chart looks 'uglier' than the gold chart right now, and w[r]

This study traces the evolution of analytical methods in building Finance Theory with a view to strike an ‘optimal’ balance between the analytical rigour and the real-world inferential insights.

Portfolio weights are often constrained to be non-negative due to no short selling and not to exceed certain upper bounds due to limits on ownership in individual stocks.[r]

Run-ins between China and Japan over the sovereignty of the islands are nothing new. Japanese nationalists held demonstrations on the island back in 1990. But what is most worrisome to long-time watchers of the dispute is the assertiveness of both governments in[r]

The increase in the number of Internet users has increased Internet dependence worldwide. In adolescents, this dependence may interfere with sleep, which is important for the development of psychophysiological capabilities. However, few large-scale surveys have described the relationship between Int[r]

The standard treatment for esthesioneuroblastoma, a rare malignant nasal vault neoplasm, is not established. Methods: We retrospectively assessed the clinicopathological features, prognostic factors and treatment methods for 187 patients with esthesioneuroblastoma treated in China between 1981 and 2[r]

The US-China Trade War has made relations between the two countries undergo the most diffi cult period in the past 40 years. It not only aff ects the growth of the world’s two largest economies but also that of the world economy. The paper presents and analyzes shortterm, medium-term and long-term g[r]

Testing the dependence of two variables is one of the fundamental tasks in statistics. In this work, we developed an open-source R package (knnAUC) for detecting nonlinear dependence between one continuous variable X and one binary dependent variables Y.

Large gap exists between clinical practice and recommended care and large room exists for the improvement of care quality for non-small cell lung cancer (NSCLC) in China. Results of some studies have shown that assessment of care quality can help to make improvement and the development of quality in[r]

_Managing Downside Risk in Return Distributions_ 223 TABLE 11.1 Downside Risk Exposure with Stocks and Bonds EXPECTED STANDARD SHARPE AVERAGE PORTFOLIO COMPOSITION RETURN DEVIATION RATIO[r]