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

Ghabri, Y, Huynh, TLD and Nasir, MA orcid.org/0000-0003-2779-5854 (2024) Volatility spillovers, hedging and safe-havens under pandemics: All that glitters is not gold! International Journal of Finance and Economics, 29 (2). pp. 1318-1344. ISSN: 1076-9307

Abstract

Metadata

Item Type: Article
Authors/Creators:
Copyright, Publisher and Additional Information:

© 2022 The Authors. This is an open access article under the terms of the Creative Commons Attribution License (CC-BY 4.0), which permits unrestricted use, distribution and reproduction in any medium, provided the original work is properly cited.

Keywords: bonds, clean energy indexes, commodities, connectedness, COVID-19, cryptocurrencies,gold, hedging, oil, safe-haven, stock
Dates:
  • Accepted: 28 October 2022
  • Published (online): 17 November 2022
  • Published: April 2024
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Economics Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 01 Nov 2022 12:58
Last Modified: 20 Aug 2025 13:21
Status: Published
Publisher: Wiley
Identification Number: 10.1002/ijfe.2738
Related URLs:
Open Archives Initiative ID (OAI ID):

Export

Statistics