The financial economics of gold—A survey
We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …
including the papers in this special issue of International Review of Financial Analysis to …
The history and economics of safe assets
G Gorton - Annual Review of Economics, 2017 - annualreviews.org
Safe assets play a critical role in an (y) economy. A safe asset is an asset that is (almost
always) valued at face value without expensive and prolonged analysis. By design, there is …
always) valued at face value without expensive and prolonged analysis. By design, there is …
Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?
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 …
stock market during the COVID-19 pandemic via time-varying parameter vector …
[HTML][HTML] A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies
Is clean energy a safe haven for cryptocurrencies, or vice versa? In this paper, we
investigate the hedge and safe haven property of a wide range of clean energy indices …
investigate the hedge and safe haven property of a wide range of clean energy indices …
Searching for safe-haven assets during the COVID-19 pandemic
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 …
turmoil. Facing unprecedented risks in the markets, people have increasing needs to find a …
A CNN–LSTM model for gold price time-series forecasting
Gold price volatilities have a significant impact on many financial activities of the world. The
development of a reliable prediction model could offer insights in gold price fluctuations …
development of a reliable prediction model could offer insights in gold price fluctuations …
Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis
JW Goodell, S Goutte - Finance Research Letters, 2021 - Elsevier
We apply wavelet methods to daily data of COVID-19 world deaths and daily Bitcoin prices
from 31th December 2019 to 29th April 2020. We find, especially for the period post April 5 …
from 31th December 2019 to 29th April 2020. We find, especially for the period post April 5 …
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 …
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 …
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
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 …
distinct safe haven and hedging characteristics. Gold is an undisputable safe haven and …