Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?-Reference-Cited by-同舟云学术

Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?

Published:2024-03 Issue: Volume:92 Page:103059
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Gurdgiev Constantin,Petrovskiy Alexander

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference39 articles.

1. Is Gold a Hedge or Safe Haven Asset During COVID–19 Crisis?;Akhtaruzzaman,2020

2. Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model;Akkoc;Resources Policy,2019

3. A Study on the DCC-GARCH Model’s Forecasting Ability with Value-At-Risk Applications on the Scandinavian Foreign Exchange Market;Andersson-Säll,2019

4. The effect of global and regional stock market shocks on safe haven assets;Balcilar;Structural Change and Economic Dynamics,2020

5. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;Financial Review,2010

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1. Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress;Journal of Multinational Financial Management;2024-09

2. Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals;Resources Policy;2024-09

3. Is gold always a safe haven?;Finance Research Letters;2024-06

4. Are stablecoins better safe havens or hedges against global stock markets than other assets? Comparative analysis during the COVID-19 pandemic;International Review of Economics & Finance;2024-04

5. Is Gold Always a Safe Haven?;SSRN Electronic Journal;2024