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The safe haven feature of gold in the recent crisis : rolling regression approach
Arnerić, Josip; Paić, Filip - In: Croatian review of economic, business and social … 9 (2023) 2, pp. 109-122
gold still demonstrates the qualities of a safe haven investment during unprecedented events like the COVID-19 pandemic and … rolling regression between gold and the S&P500 index was employed, taking into account the time-varying properties of daily … with the COVID-19 pandemic and the initiation of the Ukrainian war. These results offer empirical evidence that gold …
Persistent link: https://www.econbiz.de/10014480968
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The price volatility of precious metals in times of economic and geopolitical crisis
Mionel, Viorel; Mionel, Oana; Moraru, Alexandra - In: Academic journal of economic studies 3 (2017) 3, pp. 87-91
Persistent link: https://www.econbiz.de/10011737934
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Vulnerabilities of Emerging and Developing Economies to Global Financial and Economic Crises
Berndt, Markus - 2009
This paper proposes and applies an analytical framework to assess vulnerabilities of emerging and developing economies to the global financial and economic crisis. The analytical framework identifies six different channels of vulnerability to the global financial and economic crisis and...
Persistent link: https://www.econbiz.de/10013157487
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The Role of Macroeconomic Policies in the Global Crisis
Catte, Pietro - 2010
This paper argues that the lack of timely and decisive policy action to correct domestic and external imbalances contributed crucially to the build-up of financial excesses that led to the financial crisis and the Great Recession. We focus on 2002-07 and perform a number of counterfactual...
Persistent link: https://www.econbiz.de/10013135338
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Energy Contagion in the COVID-19 Crisis
Heinlein, Reinhold - 2020
We investigate the relationship between oil prices and stock markets of selected oil importers and oil exporters at the time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher correlations between oil and stock markets returns during...
Persistent link: https://www.econbiz.de/10012831660
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Historical Financial Analogies of the Current Crisis
Andrada Félix, Julián - 2011
This paper tries to shed light on the historical analogies of the current crisis. To that end we compare the current sample distribution of Dow Jones Industrial Average Index returns for a 769-day period (from 15 September 2008, the Lehman Brothers bankruptcy, to September 2011), with all...
Persistent link: https://www.econbiz.de/10013118571
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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 … dynamic conditional correlations (DCCs) between intraday gold and international equity returns (S&P500, Euro Stoxx 50, Nikkei …, indicating that gold is a safe haven asset for these stock markets. However, gold has lost its property as a safe haven asset for …
Persistent link: https://www.econbiz.de/10012831892
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The Gold Price in Times of Crisis
Bialkowski, Jedrzej Pawel - 2013
Motivated by the recent gold price boom, this paper investigates whether rapidly growing investment activities have … caused a new asset price bubble. Drawing on gold's role as dollar hedge, inflation hedge, portfolio diversifier, and safe … haven, we calculate fundamentally justified returns, approximate gold's fundamental value, and apply a Markov regime …
Persistent link: https://www.econbiz.de/10013094086
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Investing in Crises
Baron, Matthew; Laeven, Luc; Pénasse, Julien; Usenko, … - 2021
We investigate asset returns around banking crises in 44 advanced and emerging economies from 1960 to 2018. In contrast to the view that buying assets during banking crises is a profitable long-run strategy, we find returns of equity and other asset classes generally underperform after banking...
Persistent link: https://www.econbiz.de/10013227328
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Investing in Crises
Baron, Matthew; Laeven, Luc; Pénasse, Julien; Usenko, … - 2021
We investigate asset returns around banking crises in 44 advanced and emerging economies from 1960 to 2016. In contrast to the view that buying assets during banking crises is a profitable long-run strategy, we find that returns of equity and other asset classes often underperform following...
Persistent link: https://www.econbiz.de/10013242872