The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Salma Tarchella, Rabeh Khalfaoui, Shawkat Hammoudeh
| Year of publication: |
2024
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|---|---|
| Authors: | Tarchella, Salma ; Khalfaoui, Rabeh ; Hammoudeh, Shawkat |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 67.2024, 2, Art.-No. 102125, p. 1-17
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| Subject: | -19 crisis | Cryptocurrencies | Hedging | Multivariate GARCH | Oil and gold | Gold | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Welt | World | ARCH-Modell | ARCH model | Ölpreis | Oil price | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102125 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451553