Global uncertainty and potential shelters: gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets
Abstract This article investigates five safe-haven asset responses from 2014 to 2022, including the unprecedented COVID-19 crisis, Russian invasion of Ukraine, and sharp US interest rate increases of 2015 and 2022. We apply the unique approach of the multivariate factor stochastic volatility (MSV) m...
Gardado en:
| Principais autores: | , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
SpringerOpen
2024-03-01
|
| Series: | Financial Innovation |
| Assuntos: | |
| Acceso en liña: | https://doi.org/10.1186/s40854-023-00589-w |
| Tags: |
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|