Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold

R Chemkha, A BenSaïda, A Ghorbel… - The Quarterly Review of …, 2021 - Elsevier
… We investigate the hedge and safe haven properties of Bitcoin and gold during COVID-19. …
Thus, this section assesses whether the Bitcoin and gold can serve as safe havens during the …

[PDF][PDF] Testing safe haven property of bitcoin and gold during covid-19: evidence from multivariate GARCH analysis

AS Kumar - Economics Bulletin, 2020 - accessecon.com
… it is evident that Bitcoin exhibits hedge and safe-haven properties. … safehaven property
during a situation like Covid-19. So far, the safe-haven property of Bitcoin did not get tested during

The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre-and post-COVID-19 periods

S Tarchella, R Khalfaoui, S Hammoudeh - … in international business and …, 2024 - Elsevier
… the best hedge, diversifier and safe haven, we extend the prior analysis by comparing the
stress period of the COVID-19 contagion with the calm period. Last but not least, while the …

In search of hedges and safe havens during the COVID19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty

NS Al-Nassar, S Boubaker, A Chaibi… - The Quarterly Review of …, 2023 - Elsevier
… choice is justified on the following grounds: Besides expanding the repertoire of alternative
investments available to investors, we intend to substantiate the available empirical evidence

Is gold a hedge or a safe-haven asset in the COVID19 crisis?

M Akhtaruzzaman, S Boubaker, BM Lucey, A Sensoy - Economic Modelling, 2021 - Elsevier
… The correlation coefficient between gold and oil is negative only for Phase I but positive for
… -COVID-19 and Phase II periods. To examine the hedge and safe-haven properties of gold, …

Assessing the safe haven property of the gold market during COVID-19 pandemic

AA Salisu, ID Raheem, XV Vo - International Review of Financial Analysis, 2021 - Elsevier
… The results support the use of gold to hedge market risks during COVID-19 … is evidence of
conditional heteroscedasticity for VIX, irrespective of the lag-length. There is weak evidence for …

Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: a wavelet quantile correlation approach

AS Kumar, SR Padakandla - Finance research letters, 2022 - Elsevier
evidence on the safe-haven properties of Gold and Bitcoin and the unprecedented impact of
COVID-19 … Further, we found that Gold demonstrates better hedge ability in the medium run. …

On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic

W Abdelmalek, N Benlagha - The Journal of Risk Finance, 2023 - emerald.com
Bitcoin can act as a safe-haven during the COVID-19 pandemic era and as a hedge during
the … Bitcoin's ability to act as a safe-haven and/or a hedge against a variety of financial assets. …

COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin

A Dutta, D Das, RK Jana, XV Vo - Resources Policy, 2020 - Elsevier
… instrument to hedge such risks arising out of oil exposure. Therefore, in this study, we
examine the safe haven property of gold with respect to crude oil amid the COVID-19 outbreak. …

Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?

F Wen, X Tong, X Ren - International Review of Financial Analysis, 2022 - Elsevier
… traditional asset and turn to Bitcoin during the global financial crisis.… safe haven during this
COVID-19 pandemic, gold or Bitcoin? … , evidence suggests that gold's safe haven and hedging