haven. Therefore, the paper examines whether gold and bitcoin, the latter as the best representative of cryptocurrencies …. Although for many years it was considered that gold has the role of a safe haven, an increasing number of recent works …, can play the role of safe haven in relation to European indices. In the paper, this hypothesis was confirmed for gold and …

sample consists of fve prospective safe-haven assets-gold, bitcoin, the euro, the Japanese yen, and the Swiss franc-and fve … 225. Our fndings are useful for inves‑ tors searching for the best safe-haven assets among gold, bitcoin, and currencies … diferently for gold and the yen; that is, the Japanese yen acts as the strongest safe haven across all stock indices. Bitcoin is …

This study adopts a copula wavelet approach to analyze dynamics of the gold price against bonds, stocks and exchange … rates based on disaggregation of the underlying relationships across different frequencies. We also examine whether gold … 1985, we find that the role of gold changes significantly after the collapse of Lehman Brothers in 2008. Gold is unable to …

This study adopts a copula wavelet approach to analyze dynamics of the gold price against bonds, stocks and exchange … rates based on disaggregation of the underlying relationships across different frequencies. We also examine whether gold … 1985, we find that the role of gold changes significantly after the collapse of Lehman Brothers in 2008. Gold is unable to …

Cryptocurrencies such as Bitcoin are establishing themselves as an investment asset and are often named the New Gold … variance properties of Bitcoin and Gold as well as other assets and nd differences in their structure. Secondly, we implement a … hedging capabilities. We conclude that Bitcoin and Gold feature fundamentally different properties as assets and linkages to …

Cryptocurrencies such as Bitcoin are establishing themselves as an investment asset and are often named the New Gold … variance properties of Bitcoin and Gold as well as other assets and nd dierences in their structure. Secondly, we implement a … hedging capabilities. We conclude that Bitcoin and Gold feature fundamentally dierent properties as assets and linkages to …

Cryptocurrencies such as Bitcoin are establishing themselves as an investment asset and are often named the New Gold … variance properties of Bitcoin and Gold as well as other assets and nd differences in their structure. Secondly, we implement a … hedging capabilities. We conclude that Bitcoin and Gold feature fundamentally different properties as assets and linkages to …

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 …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …