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Getting pegged : comparing the 1879 and 1925 gold resumptions
Bordo, Michael D.; Bayoumi, Tamim A. - 1996
Persistent link: https://www.econbiz.de/10000584822
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Getting Pegged : Comparing the 1879 and 1925 Gold Resumptions
Bordo, Michael D. - 1996
We compare the resumption of convertibility into gold by the United States in 1879 and Britain in 1925 to ascertain the …
Persistent link: https://www.econbiz.de/10012473362
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A comparison of Bitcoin and gold's performance during financial stress-evidence from COVID-19
Chen, Feiran; Yiming, Wang; Ma, Jiayi; Ruan, Ruihan - In: Proceedings of the 5th International Conference on …, (pp. 454-463). 2022
Persistent link: https://www.econbiz.de/10013352761
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Getting pegged : comparing the 1879 and 1925 gold resumptions
Bayoumi, Tamim A.; Bordo, Michael D. - 1996
Persistent link: https://www.econbiz.de/10013422219
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Getting Pegged : Comparing the 1879 and 1925 Gold Resumptions
Bordo, Michael D.; Bayoumi, Tamim - 2022
We compare the resumption of convertibility into gold by the United States in 1879 and Britain in 1925 to ascertain the …
Persistent link: https://www.econbiz.de/10013309221
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The 2008 Global Financial Crisis and COVID-19 pandemic : how safe are the safe haven assets?
Cheema, Muhammad A.; Faff, Robert W.; Szulczyk, Kenneth R. - In: Covid economics : vetted and real-time papers (2020) 34, pp. 88-115
Persistent link: https://www.econbiz.de/10012311204
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Does Gold Act as a Safe Haven and Hedge for G7 Stock Markets? A Comparative Assessment between COVID-19 Versus Global Financial Crisis (GFC)
Ghorbali, Bassem; Naoui, Kamel; Derbali, Abdelkader … - 2022
This paper investigates the safe haven property and hedge of gold especially during GFC and COVID-19 for G7 stock … conditional correlation between gold and each G7 stock market decreased significantly during extreme market conditions, especially … during GFC and COVID-19. The results show that gold served as a strong safe haven asset for all G7 stock markets except …
Persistent link: https://www.econbiz.de/10013403297
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The European crisis in the context of the history of previous financial crises
Bordo, Michael D.; James, Harold - In: Journal of macroeconomics 39 (2014) 2, pp. 275-284
Persistent link: https://www.econbiz.de/10010494056
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
We examined volatility spillover effects from five prominent global stock markets to India's stock market during the … and compare the results pre-and-post COVID-19. Results show that previous period news and volatility feeds the next period …'s volatility significantly and the volatility is found to be persistent. The analysis also shows that during the pre-COVID period …
Persistent link: https://www.econbiz.de/10013397677
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Comparing the hedge and safe haven properties of individual commodities for China and United States equity sectors
Siddique, Asima - In: Journal of financial economic policy 16 (2024) 5, pp. 626-655
Persistent link: https://www.econbiz.de/10015077719