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 …

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 …

Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets

W Mensi, I Yousaf, XV Vo, SH Kang - Journal of International Financial …, 2022 - Elsevier
This study examines the dynamic asymmetric return spillovers between gold and oil
commodity futures and 22 European equity sectors using the Diebold and Yilmaz (2012) …

Do global factors drive the interconnectedness among green, Islamic and conventional financial markets?

S Karim, MA Naeem - International Journal of Managerial Finance, 2022 - emerald.com
Do global factors drive the interconnectedness among green, Islamic and conventional financial
markets? | Emerald Insight Books and journals Case studies Expert Briefings Open Access …

[HTML][HTML] Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets

MA Naeem, S Karim, GS Uddin, J Junttila - International Review of …, 2022 - Elsevier
We analyze return and volatility connectedness of the rising green asset and the well-
established US industry stock and commodity markets from September 2010 to July 2021 …

[HTML][HTML] Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 …

S Kumar, R Jain, F Balli, M Billah - International Review of Economics & …, 2023 - Elsevier
Economic and political disorders have multidimensional impacts on all economies around
the world. The global world has faced out COVID-19 pandemic in 2020, and now the …

The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?

MA Cheema, R Faff, KR Szulczyk - International Review of Financial …, 2022 - Elsevier
We compare the performance of safe-haven assets during the Global Financial Crisis (GFC)
and COVID-19 pandemic. First, regarding the GFC, we find, intermediate (weak) safe haven …

The impact of the SVB collapse on global financial markets: Substantial but narrow

I Yousaf, Y Riaz, JW Goodell - Finance Research Letters, 2023 - Elsevier
We investigate the impact of the collapse of Silicon Valley Bank on global financial markets,
identifying significant but narrow impacts. Abnormal returns are significant and negative for …

[PDF][PDF] Pandemic crisis versus global financial crisis: are Islamic stocks a safe-haven for G7 markets?

M Arif, MA Naeem, M Hasan, SM Alawi… - Economic Research …, 2022 - hrcak.srce.hr
This study draws a comparison between the Global Financial Crisis (GFC) and the COVID-
19 pandemic crisis to assess the safehaven potential of Islamic stocks for G7 stock markets …

What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence

I Yousaf, Y Riaz, JW Goodell - Finance Research Letters, 2023 - Elsevier
Studying the impact of the collapse of FTX on financial markets, we identify that, while this
event was important to cryptocurrency markets, it was mostly irrelevant to traditional assets …