Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?

This study addresses the research question of whether volatility indices of different asset classes reduce gold's appeal as a safe-haven asset before and during the COVID-19 pandemic. We use daily data for seven volatility indices and gold prices and apply the suitable nonlinear autoregressive...

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Detalles Bibliográficos
Autores principales: Tanin, Tauhidul Islam, Sarker, Ashutosh, Hammoudeh, Shawkat, Shahbaz, Muhammad
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8463038/
https://www.ncbi.nlm.nih.gov/pubmed/34602683
http://dx.doi.org/10.1016/j.jebo.2021.09.003

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8463038/
https://www.ncbi.nlm.nih.gov/pubmed/34602683
http://dx.doi.org/10.1016/j.jebo.2021.09.003

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