Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference37 articles.
1. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;The Financial Review,2010
2. Is gold a safe haven? International evidence;Baur;Journal of Banking & Finance,2010
3. Is gold a safe haven? International evidence;Baur;Journal of Banking & Finance,2010
4. Does gold act as a hedge or a safe haven for stocks? A smooth transition approach;Beckmann;Economic Modelling,2015
5. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data;Boubaker;Physica A: Statistical Mechanics and its Applications,2020
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1. 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
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