Comparing gold's and Bitcoin's safe-haven roles against energy commodities during the COVID-19 outbreak : a vine copula approach
Year of publication: |
2022
|
---|---|
Authors: | Syuhada, Khreshna ; Suprijanto, Djoko ; Hakim, Arief |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-9
|
Subject: | COVID-19 | Safe haven | Downside risk | Gold | Bitcoin | Vine copula | Coronavirus | Multivariate Verteilung | Multivariate distribution | Welt | World |
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