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...
Bewaard in:
| Hoofdauteurs: | , , |
|---|---|
| Formaat: | Artigo |
| Taal: | Inglês |
| Gepubliceerd in: |
SpringerOpen
2024-03-01
|
| Reeks: | Financial Innovation |
| Onderwerpen: | |
| Online toegang: | https://doi.org/10.1186/s40854-023-00589-w |
| Tags: |
Geen labels, Wees de eerste die dit record labelt!
|