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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Vydané v:	Economic modelling Ročník 102; s. 105588
Hlavní autori:	Akhtaruzzaman, Md, Boubaker, Sabri, Lucey, Brian M., Sensoy, Ahmet
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 01.09.2021 Elsevier
Predmet:	Business administration COVID–19 Financial crisis Gold Hedge Humanities and Social Sciences Safe-haven asset COVID–19 Gold Hedge G11 G01 G23 G15 Safe-haven asset Financial crisis COVID-19
ISSN:	0264-9993, 1873-6122
On-line prístup:	Získať plný text
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