Examining the safe-haven and hedge capabilities of gold and cryptocurrencies: A GARCH and regression quantiles approach in geopolitical and market extremes [PDF]
HeliyonThis paper examines gold and cryptocurrencies' hedge and safe-haven capabilities against various downturns, including the COVID-19 pandemic and Geopolitical Risks (GPR), across different market conditions.
Hanen Ben Ameur +2 more
doaj +2 more sources
On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models. [PDF]
PLoS ONEThis paper investigates the diversification, hedging, and safe-haven capabilities of Bitcoin and gold against blue economy and green finance assets using three different MGARCH models (DCC, ADCC, and GO-GARCH) during adverse events such as the COVID-19 ...
Yasmine Snene Manzli +4 more
doaj +2 more sources
The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets? [PDF]
International Review of Financial Analysis, 2022 Robert Faff +2 more
exaly +2 more sources
Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic? [PDF]
International Review of Financial Analysis, 2022 Xiaohang Ren, Fenghua Wen
exaly +2 more sources
Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach [PDF]
Finance Research Letters, 2022 Steven Raj Padakandla
exaly +2 more sources
Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic? [PDF]
Global Finance Journal, 2021 M Kabir Hassan +2 more
exaly +2 more sources
Towards a Scottish Safe Haven Federation.
International Journal of Population Data Science, 2022 Objectives Building upon the Scottish Safe Haven Network’s (SSHN) collaborative experience to develop an exemplar dataset on Scottish national level laboratory tests within the SSHN.
Chuang Gao +5 more
doaj +1 more source
Investment in Commodities as Hedging and Safe-Haven Tools during the Periods of Stock Market Volatility [PDF]
Iranian Journal of Finance, 2023 This research sought to investigate the assumption that commodities operate as hedging and safe-haven for stocks -during various periods of stock market volatility.
Zahra Mohammadi pourmazaheri +3 more
doaj +1 more source
COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies [PDF]
Research in International Business and Finance, 2022 Khaled Mokni, Ahdi Noomen Ajmi
exaly +2 more sources
Gold and Government Bonds as Safe-Haven Assets Against Stock Market Turbulence in China
SAGE Open, 2021 We examine whether gold and China’s government bonds are safe-haven assets against the turbulence of the Shanghai Stock Exchange Composite Index by employing vine copula models during the 2003 to 2015 period.
Wei Huang, Meng-Shiuh Chang
doaj +1 more source