Will inclusion of precious metals in Nigerian stocks and oil portfolio lead to diversification benefit in the era of covid-19? MGARCH-DCC approach
This paper investigates the impact of Covid-19 pandemic shocks on the portfolio which comprises of Nigerian oil, Nigerian stocks, and precious metals such as gold, silver, and platinum. The argument that gold is consistently safe haven against shocks trigger this research. Since Covid-19 pandemic sh...
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| Main Authors: | , , |
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| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
2020
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/84928/1/84928_Will%20inclusion%20of%20precious%20metals.pdf http://irep.iium.edu.my/84928/13/84928_Will%20inclusion%20of%20precious%20metals.programbook.pdf http://irep.iium.edu.my/84928/ https://www.mfa.com.my/wp-content/uploads/2020/11/MFAC-2020-Program-Book-Website-FINAL-version-13.11.2020.pdf |
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http://irep.iium.edu.my/84928/1/84928_Will%20inclusion%20of%20precious%20metals.pdfhttp://irep.iium.edu.my/84928/13/84928_Will%20inclusion%20of%20precious%20metals.programbook.pdf
http://irep.iium.edu.my/84928/
https://www.mfa.com.my/wp-content/uploads/2020/11/MFAC-2020-Program-Book-Website-FINAL-version-13.11.2020.pdf