The Asymmetric Effect of Market Uncertainty on Safe havens, Inverted Asymmetry and Contagion During COVID-19 Periods
This study examines the asymmetric effect of stock market uncertainty on the safe-haven status, asymmetric volatility, and contagion/flight characteristics of gold, bonds, exchange rates, crude oil, and Bitcoin during the COVID-19 pandemic in the US, Eurozone and Japan. Utilizing a quantile-based do...
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| Главные авторы: | , , , |
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| Формат: | Artigo |
| Язык: | Inglês |
| Опубликовано: |
SAGE Publishing
2025-09-01
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| Серии: | SAGE Open |
| Online-ссылка: | https://doi.org/10.1177/21582440251378567 |
| Метки: |
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