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dc.contributor.authorBenSaïda, Ahmed
dc.date.accessioned2023-09-05T05:14:05Z
dc.date.available2023-09-05T05:14:05Z
dc.date.issued2023-08-12
dc.identifier.issn1572-9338en_US
dc.identifier.doi0.1007/s10479-023-05517-wen_US
dc.identifier.urihttp://hdl.handle.net/20.500.14131/1040
dc.description.abstractDuring recent years the world has witnessed several unprecedented crises that affected the international financial markets. Indeed, the COVID-19 pandemic and the Russia–Ukraine conflict caused major perturbations that slowed down the economic and financial development around the globe. International investors are switching their attention to more reliable assets as a refuge to their portfolios. This paper investigates the hedge and safe haven properties of gold and major cryptocurrencies, mainly Bitcoin and Ethereum. Empirical analysis is conducted on main fiat currencies using the multivariate asymmetric dynamical conditional correlation model. Results show that gold has a superior hedging effectiveness compared to cryptocurrencies. Moreover, the precious metal and the digital currencies are safe havens for almost all fiat currencies.en_US
dc.language.isoen_USen_US
dc.subjectCryptocurrencyen_US
dc.subjectFiat currencyen_US
dc.subjectGolden_US
dc.subjectHedgeen_US
dc.subjectSafe havenen_US
dc.titleSafe haven property of gold and cryptocurrencies during COVID-19 and Russia-Ukraine conflicten_US
dc.source.journalAnnals of Operations researchen_US
dc.contributor.researcherNo Collaborationen_US
dc.contributor.labNAen_US
dc.subject.KSABUS , MGT & ACCTen_US
dc.contributor.ugstudent0en_US
dc.contributor.alumnae0en_US
dc.source.indexScopusen_US
dc.source.indexWoSen_US
dc.source.indexABSen_US
dc.source.indexABDCen_US
dc.contributor.departmentFinanceen_US
dc.contributor.pgstudent0en_US
dc.contributor.firstauthorBenSaïda, Ahmed


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