Publication:
Is gold a hedge or safe haven? A case study of thailand

6

Issued Date

2012-04-01

Resource Type

Article

ISSN

1450202X
1450216X

Other identifier(s)

2-s2.0-84860231348

Rights

Mahidol University

Rights Holder(s)

SCOPUS

Bibliographic Citation

European Journal of Scientific Research. Vol.74, No.1 (2012), 90-95

Suggested Citation

Piti Pasutasarayut, Pandej Chintrakarn Is gold a hedge or safe haven? A case study of thailand. European Journal of Scientific Research. Vol.74, No.1 (2012), 90-95. Retrieved from: https://repository.li.mahidol.ac.th/handle/123456789/13467

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Thesis

Title

Is gold a hedge or safe haven? A case study of thailand

Author(s)

Piti Pasutasarayut
 Pandej Chintrakarn

Other Contributor(s)

Mahidol University

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. © EuroJournals Publishing, Inc. 2012.

Keyword(s)

Agricultural and Biological Sciences
 Computer Science
 Earth and Planetary Sciences
 Engineering
 Materials Science
 Mathematics

Availability

URI

https://repository.li.mahidol.ac.th/handle/123456789/13467

Collections

Scopus 2011-2015