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Is Gold a Hedge or Safe Haven Asset during COVID–19 Crisis?

Akhtaruzzaman, Md - 2020

The COVID–19 pandemic has shaken the global financial markets. Our study examines the role of gold as a safe haven asset during the different phases of this COVID–19 crisis by utilizing an intraday dataset. The empirical findings show that dynamic conditional correlations (DCCs) between...

Persistent link: https://www.econbiz.de/10012831892