Abstract
This chapter aims to analyze the rebalancing of portfolios in the financial markets of China Hong Kong, Malaysia, Singapore, Indonesia, Japan, Philippines, Thailand, South Korea, gold (Bullion(Zurich) kg(995) CHF), silver (Paris Spot E/KG), platinum (Paris Spot E/KG), in the period from 2 September 2019 to 2 September 2020. The rhoDCCA results show that platinum is not a safe port for portfolio rebalancing in these regional markets, while silver is also not a safe port for the markets of Malaysia (KLSE), South Korea (KOSPI). As far as gold is concerned, the authors do not see any strong rhoDCCA which could be a safe harbor for these regional markets in this period of the 2020 pandemic crisis, which partly validates the first research question. The exponents detrended fluctuation analysis (DFA) show pronounced long memories, with the exception made to the gold market that shows signs of balance, that is, the second question of investigation is validated.
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