In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types

M Disli, R Nagayev, K Salim, SK Rizkiah… - Research in International …, 2021 - Elsevier
This study assesses the role of gold, crude oil and cryptocurrency as a safe haven for
traditional, sustainable, and Islamic investors during the COVID-19 pandemic crisis. Using …

COVID-19, Russia-Ukraine war and interconnectedness between stock and crypto markets: a wavelet-based analysis

W Frikha, M Brahim, A Jeribi… - Journal of Business …, 2023 - Taylor & Francis
This paper aims to investigate the impacts of the COVID-19 pandemic and Russia-Ukraine
war on the interconnectedness between the US and China stock markets, major …

Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis

E Bouri, SJH Shahzad, D Roubaud, L Kristoufek… - The Quarterly Review of …, 2020 - Elsevier
In this study, we compare the safe-haven properties of Bitcoin, gold, and the commodity
index against world, developed, emerging, USA, and Chinese stock market indices for the …

Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: a wavelet quantile correlation approach

AS Kumar, SR Padakandla - Finance research letters, 2022 - Elsevier
We test the suitability of Gold and Bitcoin as safe-haven instruments in the backdrop of the
Covid-19 related equity market meltdown by implementing the newly proposed Wavelet …

Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?

MB Hasan, MK Hassan, MM Rashid, Y Alhenawi - Global Finance Journal, 2021 - Elsevier
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 …

COVID-19 pandemic and connectedness across financial markets

MA Naeem, S Sehrish, MD Costa - Pacific Accounting Review, 2021 - emerald.com
Purpose This study aims to estimate the time–frequency connectedness among global
financial markets. It draws a comparison between the full sample and the sample during the …

Directional spillover effects and time-frequency nexus between oil, gold and stock markets: evidence from pre and during COVID-19 outbreak

NT Hung, XV Vo - International Review of Financial Analysis, 2021 - Elsevier
The Covid-19 crisis has been spread rapidly throughout the world so far. However, how
deep and long the turbulence would depend on the success of solutions taken to deter the …

Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data

M Cui, WK Wong, W Wisetsri, F Mabrouk, I Muda, Z Li… - Resources policy, 2023 - Elsevier
The spreading COVID-19 outbreak has wreaked havoc on the world's financial system that
raises an urgent need for the re-evaluation of the gold as safe haven for their money …

[PDF][PDF] Can cryptocurrencies be a safe haven during the novel COVID-19 pandemic? Evidence from the Tunisian Stock Market

A Jeribi, YS Manzli - Journal of Research in Emerging Markets, 2021 - academia.edu
In this paper, we discuss the behavior of stock market returns in Tunisia during the COVID-
19 outbreak. Using the OLS regression, we find that Bitcoin act as a hedge and Ethereum as …

The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19

S Papathanasiou, D Vasiliou… - Australian Journal …, 2023 - journals.sagepub.com
In view of the need for portfolio diversification, we investigate the interlinkages between a
private equity ETF and a set of high-demand asset classes including bonds, equities, crude …