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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...
Autores principales: | Choudhury, Tonmoy, Kinateder, Harald, Neupane, Biwesh |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Inc.
2022
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Materias: | |
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 |
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