[HTML][HTML] The impact of Covid-19 and Russia–Ukraine war on the financial asset volatility: Evidence from equity, cryptocurrency and alternative assets

EG Taera, B Setiawan, A Saleem, AS Wahyuni… - Journal of Open …, 2023 - Elsevier
This study investigates the volatility and external shock persistence within the financial and
alternative assets markets during times of crises triggered by Covid-19 and the war in …

Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs

S Kang, JA Hernandez, P Sadorsky, R McIver - Energy Economics, 2021 - Elsevier
This study uses time-frequency analysis to examine directional connectedness between US
sector equity ETFs, oil, gold, stock market, and uncertainty factors over the short and long …

Nexus between Southeast Asian stock markets, bitcoin and gold: spillover effect before and during the COVID-19 pandemic

Y Kakinuma - Journal of Asia Business Studies, 2022 - emerald.com
Purpose This study aims to provide empirical evidence on the return and volatility spillover
effects between Southeast Asian stock markets, bitcoin and gold in the periods before and …

Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries

W Mensi, D Maitra, R Selmi, XV Vo - Financial Innovation, 2023 - Springer
This study addresses whether gold exhibits the function of a hedge or safe haven as often
referred to in academia. It contributes to the existing literature by (i) revisiting this question …

Identifying the role of gold on sustainable investment in Indonesia: The dcc-garch approach

R Robiyanto, BA Nugroho, AD Huruta, B Frensidy… - Economies, 2021 - mdpi.com
This research investigated the performance of a dynamic portfolio that consists of
sustainable/ethical stocks and gold. The main purpose of this study is to prove that the …

The effect of hashrate, transaction volume, social media and macroeconomics on Bitcoin before and during the COVID-19 pandemic

Y Sun, C Amanda, BC Centana - Asian Journal of Accounting …, 2023 - emerald.com
Purpose This research aims to determine the factors that affected Bitcoin price return in the
period before and during the COVID-19 pandemic. Design/methodology/approach The …

Analysing financial market integration between stock and precious metals indices

Á Manuel, R Dias, R Galvão… - International Journal of …, 2024 - econjournals.net.tr
Given the global pandemic in 2020 and the Russian invasion of Ukraine in 2022, there is
renewed interest in understanding the integration between the Dow Jones (United States) …

Features of different asset types and extreme risk transmission during the COVID-19 crisis

IC Tsai - Financial Innovation, 2024 - Springer
Unlike the current extensive literature, which discusses which assets can avoid the risks
caused by the COVID-19 pandemic, this study examines whether the characteristics of …

Net Transmitter of Stock Market Volatility and Safe Haven for Portfolio Investors in the Asian Dragons

CW Lee, SH Chen, AD Huruta, C Dewi, APS Chen - Economies, 2022 - mdpi.com
The return and volatility spillover effects on Asian Dragons were investigated in this study.
Yahoo Finance provided the monthly statistics (from August 1997 to December 2020). This …

[PDF][PDF] Identifying the role of gold on sustainable investment in Indonesia: The DCC-GARCH approach. Economies, 9 (3), 1–14

R Robiyanto, BA Nugroho, AD Huruta, B Frensidy… - 2021 - academia.edu
This research investigated the performance of a dynamic portfolio that consists of
sustainable/ethical stocks and gold. The main purpose of this study is to prove that the …