Is gold a hedge or a safe-haven asset in the COVID–19 crisis?

This study examines the role of gold as a hedge or safe-haven asset in different phases of the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to support the weakened economy. Using high-frequency data, the results show that gold served as a safe-haven asset for...

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Bibliographic Details
Published in:Economic modelling 2021-09, Vol.102, p.105588, Article 105588
Main Authors: Akhtaruzzaman, Md, Boubaker, Sabri, Lucey, Brian M., Sensoy, Ahmet
Format: Article
Language:English
Subjects:
Business administration
COVID–19
Financial crisis
Gold
Hedge
Humanities and Social Sciences
Safe-haven asset
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