This study evaluates the safe-haven role of twelve assets against the US stock market during the 2008 global financial crisis (GFC) and the COVID-19 pandemic. Our results show that …
Q Ji, D Zhang, Y Zhao - International Review of Financial Analysis, 2020 - Elsevier
The ongoing COVID-19 pandemic has shaken the global financial system and caused great turmoil. Facing unprecedented risks in the markets, people have increasing needs to find a …
The COVID-19 pandemic raised the question whether gold and sovereign bonds are a safe haven during epidemics. We study the effectiveness as safe haven during the epidemics …
This paper empirically investigates the existence of possible safe haven properties across “exotic” and alternative asset classes during the Global Financial Crisis (GFC) and Eurozone …
AA Salisu, ID Raheem, XV Vo - International Review of Financial Analysis, 2021 - Elsevier
This study examines the safe haven prowess of gold against some exogenous shocks due to the COVID-19 pandemic. We further make a comparison of our findings with those …
Turbulent times significantly exacerbate the search for a safe haven asset, inspired by investors' loss aversion. The same happened during the Covid-19 crisis when recurring …
This paper aims to investigate the safe-haven properties of gold and two cryptocurrencies, Bitcoin and Ether. Safe havens are the financial assets that allow investors to protect their …
The global crude oil market has experienced a significant downturn following the novel coronavirus outbreak (COVID-19) in December 2019. Thereafter, all the major oil markets …
K Mokni, M Youssef, AN Ajmi - Research in International Business and …, 2022 - Elsevier
This study examines the role of the top-5 cryptocurrencies and gold as a hedge and safe haven against the economic policy uncertainty (EPU) before and during the ongoing COVID …