Testing Safe Haven Property of Bitcoin and Gold during Covid-19 : Evidence from Multivariate GARCH analysis
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Cited by:
- Ihsan Erdem Kayral & Ahmed Jeribi & Sahar Loukil, 2023. "Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?," JRFM, MDPI, vol. 16(4), pages 1-22, April.
- Aysu Ahmadova & Taghi Guliyev & Khatai Aliyev, 2024. "The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 281-289, January.
- Umar, Zaghum & Aziz, Saqib & Tawil, Dima, 2021.
"The impact of COVID-19 induced panic on the return and volatility of precious metals,"
Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
- Zaghum Umar & Saqib Aziz & Dima Tawil, 2021. "The impact of COVID-19 induced panic on the return and volatility of precious metals," Post-Print hal-03330197, HAL.
- Alhonita Yatie, 2022. "Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices," Papers 2202.10760, arXiv.org.
- Wasiuzzaman, Shaista & Haji Abdul Rahman, Hajah Siti Wardah, 2021. "Performance of gold-backed cryptocurrencies during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 43(C).
- Ozdemir, Huseyin & Ozdemir, Zeynel Abidin, 2021. "A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic," IZA Discussion Papers 14888, Institute of Labor Economics (IZA).
- Tuna, Gülfen & Tuna, Vedat Ender, 2022. "Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets," Resources Policy, Elsevier, vol. 76(C).
- Sruthy Madhavan & S. Sreejith, 2022. "A Comparative Analysis on the Role and Market Linkages of Gold Backed Assets During COVID-19 Pandemic," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 69(3), pages 417-433, August.
- Alhonita Yatie, 2022. "Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices," Working Papers hal-03579957, HAL.
- Lahiani, Amine & Mefteh-Wali, Salma & Vasbieva, Dinara G., 2021. "The safe-haven property of precious metal commodities in the COVID-19 era," Resources Policy, Elsevier, vol. 74(C).
- Chkili, Walid & Ben Rejeb, Aymen & Arfaoui, Mongi, 2021. "Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold," Resources Policy, Elsevier, vol. 74(C).
- Mustafa Özer & Serap Kamisli & Fatih Temizel & Melik Kamisli, 2022. "Are COVID-19-Related Economic Supports One of the Drivers of Surge in Bitcoin Market? Evidence from Linear and Non-Linear Causality Tests," Mathematics, MDPI, vol. 11(1), pages 1-24, December.
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Keywords
Bitcoin; Gold; Covid-19; Safe Haven; DCC GARCH;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- F3 - International Economics - - International Finance
Statistics
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