A market timing rotational strategy based on the dual moving average crossover - a study on gold and the market

Detalhes bibliográficos
Autor(a) principal: Vasconcellos, Francisco José da Costa Reis Perestrello de
Data de Publicação: 2022
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/154007
Resumo: It is well-known in the financial world that investors often turn to gold as a “safe haven” during times of adverse market conditions. This study explores a rotational strategy that involves switching between gold and the market in an attempt to try to time the latter and minimize losses during these periods. Findings suggest that the effectiveness of this strategy largely varies depending on the specific macroeconomic conjuncture, showing promising results during the Covid-19 Crisis of 2020, but less so during the Great Financial Crisis of 2007-09.
id RCAP_1868ca9589ee81921edd1ba2959bfc2c
oai_identifier_str oai:run.unl.pt:10362/154007
network_acronym_str RCAP
network_name_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository_id_str 7160
spelling A market timing rotational strategy based on the dual moving average crossover - a study on gold and the marketMarket timingSafe havenAsset switchingPair switchingDual moving average crossoverGoldDomínio/Área Científica::Ciências Sociais::Economia e GestãoIt is well-known in the financial world that investors often turn to gold as a “safe haven” during times of adverse market conditions. This study explores a rotational strategy that involves switching between gold and the market in an attempt to try to time the latter and minimize losses during these periods. Findings suggest that the effectiveness of this strategy largely varies depending on the specific macroeconomic conjuncture, showing promising results during the Covid-19 Crisis of 2020, but less so during the Great Financial Crisis of 2007-09.Hirschey, NicholasRUNVasconcellos, Francisco José da Costa Reis Perestrello de2023-06-16T11:17:41Z2023-01-092022-12-162023-01-09T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/154007TID:203310802enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:36:30Zoai:run.unl.pt:10362/154007Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:55:28.179439Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv A market timing rotational strategy based on the dual moving average crossover - a study on gold and the market
title A market timing rotational strategy based on the dual moving average crossover - a study on gold and the market
spellingShingle A market timing rotational strategy based on the dual moving average crossover - a study on gold and the market
Vasconcellos, Francisco José da Costa Reis Perestrello de
Market timing
Safe haven
Asset switching
Pair switching
Dual moving average crossover
Gold
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short A market timing rotational strategy based on the dual moving average crossover - a study on gold and the market
title_full A market timing rotational strategy based on the dual moving average crossover - a study on gold and the market
title_fullStr A market timing rotational strategy based on the dual moving average crossover - a study on gold and the market
title_full_unstemmed A market timing rotational strategy based on the dual moving average crossover - a study on gold and the market
title_sort A market timing rotational strategy based on the dual moving average crossover - a study on gold and the market
author Vasconcellos, Francisco José da Costa Reis Perestrello de
author_facet Vasconcellos, Francisco José da Costa Reis Perestrello de
author_role author
dc.contributor.none.fl_str_mv Hirschey, Nicholas
RUN
dc.contributor.author.fl_str_mv Vasconcellos, Francisco José da Costa Reis Perestrello de
dc.subject.por.fl_str_mv Market timing
Safe haven
Asset switching
Pair switching
Dual moving average crossover
Gold
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic Market timing
Safe haven
Asset switching
Pair switching
Dual moving average crossover
Gold
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description It is well-known in the financial world that investors often turn to gold as a “safe haven” during times of adverse market conditions. This study explores a rotational strategy that involves switching between gold and the market in an attempt to try to time the latter and minimize losses during these periods. Findings suggest that the effectiveness of this strategy largely varies depending on the specific macroeconomic conjuncture, showing promising results during the Covid-19 Crisis of 2020, but less so during the Great Financial Crisis of 2007-09.
publishDate 2022
dc.date.none.fl_str_mv 2022-12-16
2023-06-16T11:17:41Z
2023-01-09
2023-01-09T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/154007
TID:203310802
url http://hdl.handle.net/10362/154007
identifier_str_mv TID:203310802
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
_version_ 1799138142097244160

Registros relacionados