The financial economics of gold—A survey

FA O'Connor, BM Lucey, JA Batten, DG Baur - International Review of …, 2015 - Elsevier
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 …

International review of financial analysis: A retrospective evaluation between 1992 and 2020

HK Baker, S Kumar, K Goyal, A Sharma - International Review of Financial …, 2021 - Elsevier
We provide a comprehensive analysis of the International Review of Financial Analysis
(IRFA) between 1992 and 2020 using bibliometrics, regression analysis, and structural topic …

Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?

F Wen, X Tong, X Ren - International Review of Financial Analysis, 2022 - Elsevier
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 …

Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution

TNL Le, EJA Abakah, AK Tiwari - Technological Forecasting and Social …, 2021 - Elsevier
The study in the age of the 4th industrial revolution examines the time and frequency domain
connectedness and spill-over among Fintech, green bonds, and cryptocurrencies. Using …

Is gold a hedge or a safe-haven asset in the COVID–19 crisis?

M Akhtaruzzaman, S Boubaker, BM Lucey, A Sensoy - Economic Modelling, 2021 - Elsevier
This study examines the role of gold as a hedge or safe-haven asset in different phases of
the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to …

[HTML][HTML] The effects of central bank digital currencies news on financial markets

Y Wang, BM Lucey, SA Vigne, L Yarovaya - Technological Forecasting and …, 2022 - Elsevier
Based on coverage of over 660m news stories from LexisNexis News & Business between
2015–2021, we provide two new indices around the growing area of Central Bank Digital …

Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold

R Chemkha, A BenSaïda, A Ghorbel… - The Quarterly Review of …, 2021 - Elsevier
The COVID-19 pandemic has caused an unprecedented human and health crisis. The
measures taken to contain the damage caused a global economic slowdown. Investors face …

Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices

S Karim, MA Naeem, N Mirza… - The Journal of Risk …, 2022 - emerald.com
Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Publish with us …

Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves

M Yousfi, YB Zaied, NB Cheikh, BB Lahouel… - … Forecasting and Social …, 2021 - Elsevier
This paper makes the first comparative assessment of the impacts of the first and second
waves of the ongoing COVID-19 pandemic for the US stock market and its uncertainty. To …

[HTML][HTML] Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?

SA Basher, P Sadorsky - Machine Learning with Applications, 2022 - Elsevier
Bitcoin has grown in popularity and has now attracted the attention of individual and
institutional investors. Accurate Bitcoin price direction forecasts are important for determining …