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
This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and
stock market during the COVID-19 pandemic via time-varying parameter vector …

Searching for safe-haven assets during the COVID-19 pandemic

Q Ji, D Zhang, Y Zhao - International Review of Financial Analysis, 2020 - Elsevier
The ongoing COVID-19 pandemic has shaken the global financial system and caused great
turmoil. Facing unprecedented risks in the markets, people have increasing needs to find a …

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

M Akhtaruzzaman, S Boubaker, BM Lucey, A Sensoy - Economic Modelling, 2021 - Elsevier
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 …

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
The COVID-19 pandemic has caused an unprecedented human and health crisis. The
measures taken to contain the damage caused a global economic slowdown. Investors face …

Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin

SJH Shahzad, E Bouri, D Roubaud, L Kristoufek - Economic Modelling, 2020 - Elsevier
We compare gold and Bitcoin for the G7 stock markets, finding that gold and Bitcoin have
distinct safe haven and hedging characteristics. Gold is an undisputable safe haven and …

The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets

C Gharib, S Mefteh-Wali, SB Jabeur - Finance research letters, 2021 - Elsevier
This paper examines the causal relationship between crude oil and gold spot prices to
assess how the economic impact of COVID-19 has affected them. We analyze West Texas …

Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence

R El Khoury, N Nasrallah… - Journal of International …, 2023 - Wiley Online Library
This study is epicentral to analyze the impact of the Russia–Ukraine war on the financial
markets, specifically focusing on the connectedness and spillover dynamics of FinTech …

Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data

M Cui, WK Wong, W Wisetsri, F Mabrouk, I Muda, Z Li… - Resources policy, 2023 - Elsevier
The spreading COVID-19 outbreak has wreaked havoc on the world's financial system that
raises an urgent need for the re-evaluation of the gold as safe haven for their money …

[HTML][HTML] Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?

SA Basher, P Sadorsky - Machine Learning with Applications, 2022 - Elsevier
Bitcoin has grown in popularity and has now attracted the attention of individual and
institutional investors. Accurate Bitcoin price direction forecasts are important for determining …

Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?

MB Hasan, MK Hassan, MM Rashid, Y Alhenawi - Global Finance Journal, 2021 - Elsevier
This study evaluates the safe-haven role of twelve assets against the US stock market during
the 2008 global financial crisis (GFC) and the COVID-19 pandemic. Our results show that …