Gold, bonds, and epidemics: A safe haven study

The COVID-19 pandemic raised the question whether gold and sovereign bonds are a safe haven during epidemics. We study the effectiveness as safe haven during the epidemics caused by SARS, Ebola, Zika, Swine Flu, and COVID-19. To this end, this study employs a DCC-GARCH model to analyze the condition...

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Detalles Bibliográficos
Autores principales: Choudhury, Tonmoy, Kinateder, Harald, Neupane, Biwesh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9109996/
https://www.ncbi.nlm.nih.gov/pubmed/35601054
http://dx.doi.org/10.1016/j.frl.2022.102978

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9109996/
https://www.ncbi.nlm.nih.gov/pubmed/35601054
http://dx.doi.org/10.1016/j.frl.2022.102978

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