Volatility spillovers, hedging and safe‐havens under pandemics: All that glitters is not gold

In the context of the COVID‐19's outbreak and its implications for the financial sector, this study analyses the aspect of hedging and safe‐haven under the pandemic. Drawing on the daily data from 02 August 2019 to 17 April 2020, our key findings suggest that the contagious effects in financial...

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Bibliographic Details
Published in:International journal of finance and economics 2024-04, Vol.29 (2), p.1318-1344
Main Authors: Ghabri, Yosra, Huynh, Luu Duc Toan, Nasir, Muhammad Ali
Format: Article
Language:English
Subjects:
bonds
clean energy indexes
commodities
connectedness
COVID-19
cryptocurrencies
Digital currencies
gold
Hedging
oil
Pandemics
safe‐haven
stock
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