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
Review of Finance, 2009 Abstract We study high-frequency exchange rates over the period 1993–2008. Based on the recent literature on volatility and liquidity risk premia, we use a factor model to capture linear and non-linear linkages between currencies, stock and bond markets as well as proxies for market volatility and liquidity.
Ranaldo, Angelo, Söderlind, Paul
openaire +10 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 W Faff
exaly +2 more sources
Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic? [PDF]
International Review of Financial Analysis, 2022 Fenghua Wen, Xiaohang Ren
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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
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Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 [PDF]
Energy Policy, 2022 Muhammad Arif +2 more
exaly +2 more sources
Journal of Veterans Studies, 2023 Abstract This book provides a forensic examination of the police and legal inquiries which took place in the UK into Nazi collaborators after the passage of the controversial War Crimes Act in 1991. It provides revelatory information about some of the suspects from Eastern Europe given refuge in Britain after 1945 and explains, for the ...
Silverman, Jon, Sherwood, Robert
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Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic? [PDF]
Global Finance Journal, 2021 Bokhtiar Hasan +2 more
exaly +2 more sources
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