Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
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DOI: 10.1016/j.najef.2022.101844
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More about this item
Keywords
Safe haven assets; Hedging and diversification; FAANA stocks; Bitcoin; Gold; U.S. Treasury bonds; U.S. Dollar Swiss franc; COVID-19 outbreak;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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