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Pandemic-driven financial contagion and investor behavior : evidence from the COVID-19

Yuan, Ying; Wang, Haiying; Jin, Xiu - In: International review of financial analysis 83 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013460941

Are Stablecoins Better Safe Havens or Hedges Against Global Stock Markets than Other Assets? Comparative Analysis Among the Period of Covid-19 Pandemic

Yuan, Ying; feng, jingyu; Jiang, Mingxuan - 2023

Considering that the unique pegging mechanism of stablecoins can bring inherent stability to them, this paper investigates whether stablecoins are diversifiers, hedges or safe havens against global stock markets during the COVID-19 pandemic using the DCC-GARCH model and dummy variable...

Persistent link: https://www.econbiz.de/10014362138

Are stablecoins better safe havens or hedges against global stock markets than other assets? : comparative analysis during the COVID-19 pandemic

Feng, Jingyu; Yuan, Ying; Jiang, Mingxuan - In: International review of economics & finance : IREF 92 (2024), pp. 275-301

Persistent link: https://www.econbiz.de/10014534897