The financial economics of gold—A survey
We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …
including the papers in this special issue of International Review of Financial Analysis to …
Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?
This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and
stock market during the COVID-19 pandemic via time-varying parameter vector …
stock market during the COVID-19 pandemic via time-varying parameter vector …
[HTML][HTML] Safe haven or risky hazard? Bitcoin during the COVID-19 bear market
The Covid-19 bear market presents the first acute market losses since active trading of
Bitcoin began. This market downturn provides a timely test of the frequently expounded safe …
Bitcoin began. This market downturn provides a timely test of the frequently expounded safe …
Searching for safe-haven assets during the COVID-19 pandemic
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 …
turmoil. Facing unprecedented risks in the markets, people have increasing needs to find a …
[HTML][HTML] Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties
This paper examines return and volatility connectedness between Bitcoin, traditional
financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and …
financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and …
[HTML][HTML] Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic
The COVID-19 pandemic provided the first widespread bear market conditions since the
inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin …
inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin …
Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis
JW Goodell, S Goutte - Finance Research Letters, 2021 - Elsevier
We apply wavelet methods to daily data of COVID-19 world deaths and daily Bitcoin prices
from 31th December 2019 to 29th April 2020. We find, especially for the period post April 5 …
from 31th December 2019 to 29th April 2020. We find, especially for the period post April 5 …
Return connectedness across asset classes around the COVID-19 outbreak
In this paper, we show evidence of a dramatic change in the structure and time-varying
patterns of return connectedness across various assets (gold, crude oil, world equities …
patterns of return connectedness across various assets (gold, crude oil, world equities …
Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
This study examines the dynamic asymmetric return spillovers between gold and oil
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …
Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?
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 …
the 2008 global financial crisis (GFC) and the COVID-19 pandemic. Our results show that …