Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19

Assessing the role of the Gold and US dollar as a safe haven and risk hedge of the Iran stock market during Covid-19 pandemic and earlier

Considering the Tehran stock exchange’s status after the Covid-19 pandemic; it is essential to assess the role of different assets as a risk hedge and safe haven of the stock market during the pandemic. In this study, the trend of the gold and US dollar was evaluated and compared using EGARCH and quantile regression methods before (2018/6/19-2020/2/19) and after Covid-19 (2020/2/23-2021/10/12)....

Study on Gold as a Hedge or Safe Haven for the Stock Market by a Markov Switching Approach

Although gold is no longer a central cornerstone of the international monetary and financial system, it still attracts considerable attention from researchers and investors. Nowadays, many investors manage their risk with valuable assets such as gold. This paper examines the dynamic relationships between gold and stock markets in the Tehran Stock Exchange. We have applied the Markov switching m...

Providing Safe and Effective Surgical Care During the COVID-19 Outbreak in the UK – Changing Strategies

Does Gold Act as a Hedge and a Safe Haven for China’s Stock Market?

Abstract: This paper examines the dynamic relationships between gold and stock markets in China. Using daily gold and stock indexes data, we estimated the DCC-GARCH model for the five bear markets since 31 October 2002, and simultaneously used different segments of China’s stock markets for analysis. Our main objective was to examine the time-varying correlations between gold and stock and to c...

Is gold the best hedge and a safe haven under changing stock market volatility?

a r t i c l e i n f o We evaluate the role of gold and other precious metals relative to volatility (Volatility Index (VIX)) as a hedge (negatively correlated with stocks) and safe haven (negatively correlated with stocks in extreme stock market declines) using data from the US stock market. Using daily data from November 1995 to November 2010, we find that gold, unlike other precious metals, s...