Is gold a hedge or a safe-haven asset in the COVID–19 crisis?

This study examines the role of gold as a hedge or safe-haven asset in different phases of the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to support the weakened economy. Using high-frequency data, the results show that gold served as a safe-haven asset for...

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Bibliographic Details
Published in:Economic modelling Vol. 102; p. 105588
Main Authors: Akhtaruzzaman, Md, Boubaker, Sabri, Lucey, Brian M., Sensoy, Ahmet
Format: Journal Article
Language:English
Published: Elsevier B.V 01.09.2021
Elsevier
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ISSN:0264-9993, 1873-6122
Online Access:Get full text
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