Are bitcoin and gold a safe haven during COVID-19 and the 2022 Russia–Ukraine war?

IE Kayral, A Jeribi, S Loukil - Journal of Risk and Financial Management, 2023 - mdpi.com
Our investigation strives to unearth the best portfolio hedging strategy for the G7 stock
indices through Bitcoin and gold using daily data relevant to the period 2 January 2016 to 5 …

Safe haven, hedge and diversification for African stocks: cryptocurrencies versus gold in time-frequency perspective

B Nkrumah-Boadu, P Owusu Junior… - Cogent Economics & …, 2022 - Taylor & Francis
The specific properties of assets such as cryptocurrencies, gold, and stocks have welcomed
more empirical studies in assessing their nexus. As a result, market conditions, whether …

Testing for asymmetric non-linear short-and long-run relationships between crypto-currencies and stock markets

A Ghorbel, W Frikha, YS Manzli - Eurasian Economic Review, 2022 - Springer
Using the NARDL model for the period of pandemic COVID19, we examined the asymmetric
relationship between six crypto-currencies (Bitcoin, Litecoin, Bitcoin gold, Dash, Maker, and …

[HTML][HTML] Cryptocurrencies against stock market risk: New insights into hedging effectiveness

M Just, K Echaust - Research in International Business and Finance, 2024 - Elsevier
This study examines the role of cryptocurrencies as a hedging and safe-haven instrument
against stock market risk. Employing five of the largest cryptocurrencies by market …

[HTML][HTML] Crypto market relationships with bric countries' uncertainty–A wavelet-based approach

J Almeida, C Gaio, TC Gonçalves - Technological Forecasting and Social …, 2024 - Elsevier
This study focuses on exploring the relationships between different categories of crypto
assets and measures of uncertainty in BRIC countries, specifically examining geopolitical …

Connectedness between cryptocurrencies, gold and stock markets in the presence of the COVID-19 pandemic

A Ghorbel, S Loukil, W Bahloul - European Journal of Management …, 2022 - emerald.com
Connectedness between cryptocurrencies, gold and stock markets in the presence of the
COVID-19 pandemic | Emerald Insight Books and journals Case studies Expert Briefings Open …

Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020

S Wasiuzzaman, ANM Azwan, ANH Nordin - Emerging Markets Review, 2023 - Elsevier
This study examines the performance of Islamic gold-backed cryptocurrencies during the
bear market of 2020. Price data is collected for three Islamic gold-backed cryptocurrencies …

The dynamics of bonds, commodities and bitcoin based on NARDL approach

A Bouteska, MK Hassan, M Rashid… - The Quarterly Review of …, 2024 - Elsevier
Asset market dynamic interconnectedness poses significant challenges to investors, fund
managers, and policymakers, particularly in periods of prolonged uncertainty and economic …

Is digital gold a hedge, safe haven, or diversifier? An analysis of cryptocurrencies, DeFi tokens, and NFTs

Y Maouchi, M Fakhfekh, L Charfeddine… - Applied Economics, 2024 - Taylor & Francis
The crypto assets market is growing rapidly, exposing investors to new risks. As a result,
finding viable candidates to hedge and diversify crypto portfolios is a critical and timely topic …

Assessing Bitcoin, gold and gold-backed cryptocurrencies as safe havens for energy and agricultural commodities: insights from COVID-19, Russia–Ukraine conflict …

Y Snene Manzli, A Jeribi - Journal of Financial Economic Policy, 2024 - emerald.com
Purpose This paper aims to investigate the safe haven feature of Bitcoin, gold and two gold-
backed cryptocurrencies (DGX and PAXG) against energy and agricultural commodities …