This paper investigates the safe haven property and hedge of gold especially during GFC and COVID-19 for G7 stock markets. We use dynamic conditional correlation (DCC) and wavelet coherence analysis. Our finding reveals that the dynamic conditional correlation between gold and each G7 stock...

This study assesses the safe haven and hedge profiles of wheat against equity markets during the Russia-Ukraine war using both DCC-GARCH and wavelet techniques. We found significant decrease in dynamic conditional correlations between wheat and these indexes, suggesting that investors may reduce...

Purpose: The purpose of this paper is to examine empirically the impact of COVID-19 pandemic news in USA and in China on the dynamic conditional correlation between Bitcoin and Gold. Design/methodology/approach: This paper offers a crucial viewpoint to the predictive capacity of COVID-19...