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Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach

We test the suitability of Gold and Bitcoin as safe-haven instruments in the backdrop of the Covid-19 related equity market meltdown by implementing the newly proposed Wavelet Quantile Correlation. We employ daily returns of Bitcoin, Gold, DJIA, CAC40, NSE50, S&P 500, NASDAQ, and EUROSTOXX from...

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Detalles Bibliográficos
Autores principales:	Kumar, Anoop S, Padakandla, Steven Raj
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Inc. 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8802136/ https://www.ncbi.nlm.nih.gov/pubmed/35125976 http://dx.doi.org/10.1016/j.frl.2022.102707

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