Shelter in Uncertainty: Evaluating Gold and Bitcoin as Safe Havens Against G7 Stock Market Indices During Global Crises
This paper investigates the hedging and safe haven capacity of gold and Bitcoin against the G7 stock market indices during the COVID-19 pandemic, the Russia-Ukraine military conflict, and the Silicon Valley Bank collapse. Using a novel Quantile-VAR connectedness approach, the results show that, at t...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house
2024-09-01
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| Series: | Scientific Annals of Economics and Business |
| Subjects: | |
| Online Access: | https://saeb.feaa.uaic.ro/index.php/saeb/article/view/2472 |
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