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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2021
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| Materias: | |
| 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 |