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Dar, Arif Billah; Bhanja, Niyati - In: Economic change and restructuring : empirical and … 51 (2018) 2, pp. 113-133

Persistent link: https://www.econbiz.de/10011980151

Is gold a Sometime Safe Haven or an Always Hedge for equity investors? : a Markov-Switching CAPM approach for US and UK stock indices

He, Zhen; O'Connor, Fergal A.; Thijssen, Jacco J. J. - In: International review of financial analysis 60 (2018), pp. 30-37

Persistent link: https://www.econbiz.de/10012007458

Can Bitcoin be a diversifier, hedge or safe haven tool?

Stensås, Anders; Nygaard, Magnus Frostholm; Kya, Khine; … - In: Cogent economics & finance 7 (2019) 1, pp. 1-17

This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major … results show that Bitcoin acts as a hedge for investors in most of the developing countries such as Brazil, Russia, India and … investments. Furthermore, it distinguishes the benefits of Bitcoin as a diversifier, hedge and safe haven to investors in the …

Persistent link: https://www.econbiz.de/10012023388

Energy portfolio risk management using time-varying copula methods : application to bonds, interest rate and VIX

Abdelkafi, Samar Zlitni; Ghorbel, Ahmed; Khoufi, Walid - In: American journal of finance and accounting 5 (2018) 4, pp. 371-393

Persistent link: https://www.econbiz.de/10011966860

An analysis of diversification benefits of commodity futures using Markov regime-switching approach

Jaiswal, Ritika; Uchil, Rashmi - In: Afro-Asian Journal of Finance and Accounting : AAJFA 8 (2018) 1, pp. 20-47

Persistent link: https://www.econbiz.de/10011933965

Do gold mining stocks behave like gold or equities? : evidence from the UK and the US

Dar, Arif Billah; Bhanja, Niyati; Paul, Manas - In: International review of economics & finance : IREF 59 (2019), pp. 369-384

Persistent link: https://www.econbiz.de/10012202901

Is Bitcoin a hedge or safe haven for currencies? : an intraday analysis

Urquhart, Andrew; Zhang, Hanxiong - In: International review of financial analysis 63 (2019), pp. 49-57

Persistent link: https://www.econbiz.de/10012207368

Gold price dynamics and the role of uncertainty

Beckmann, Joscha; Berger, Theo; Czudaj, Robert - In: Quantitative finance 19 (2019) 4, pp. 663-681

Persistent link: https://www.econbiz.de/10012194705

The risk premium of gold

Nguyen, Duc Binh Benno; Prokopczuk, Marcel; Wese Simen, … - 2017

bond markets, and investigate the role of gold as a hedge and safe haven asset from an ex-ante point of view. The results … show that gold is not expected to serve as hedge and safe haven for the bond and stock markets, but it is so realized ex …-post. Further, we find that gold is neither expected to be an inflation hedge nor is it realized. …

Persistent link: https://www.econbiz.de/10011751138

Fine wines and stocks from the perspective of UK investors : hedge or safe haven?

Bouri, Elie I.; Roubaud, David - In: Journal of wine economics 11 (2016) 2, pp. 233-248

Persistent link: https://www.econbiz.de/10011616770