Browsing Economic and Management Sciences by Subject "Safe haven assets"

Browsing Economic and Management Sciences by Subject "Safe haven assets"

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  • The effect of global and regional stock market shocks on safe haven assets 
    Balcilar, Mehmet; Demirer, Riza; Gupta, Rangan; Wohar, Mark E. (Elsevier, 2020-09)
    This paper examines the fundamental linkages between stock markets and safe haven assets by developing a two-factor, regime-based volatility spillover model with global and regional stock market shocks as risk factors. The ...
  • Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period 
    Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; Gupta, Rangan (Elsevier, 2023-01)
    The sudden market crash around 20 February 2020 on the dawn of the COVID-19 pandemic has accelerated the digitalization of all human communication and revived the interest for risk mitigation during stress periods. ...
  • Investor sentiment and crash risk in safe havens 
    Nasr, Adnen Ben; Bonato, Matteo; Demirer, Riza; Gupta, Rangan (International Foundation for Research and Development, 2018)
    This study examines the relationship between investor sentiment and intraday return dynamics for safe haven assets, with a particular focus on crash risk in these assets. Examining intraday returns for a wide range of safe ...