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...
Sábháilte in:
| Príomhchruthaitheoirí: | , , |
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| Formáid: | Artigo |
| Teanga: | Inglês |
| Foilsithe / Cruthaithe: |
SpringerOpen
2024-03-01
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| Sraith: | Financial Innovation |
| Ábhair: | |
| Rochtain ar líne: | https://doi.org/10.1186/s40854-023-00589-w |
| Clibeanna: |
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