Identify-ingproxies2022Identifying proxies for risk-free assets: Evidence from the zero-beta capital asset pricing modelZhen He, Fergal O'Connor, Jacco ThijssenResearch In International Business And Finance，Vol. 63DOI
Is gold aSometimeSafe2018Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indicesZhen He, Fergal O'Connor, Jacco ThijssenInternational Review Of Financial Analysis，Vol. 60DOI