Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis

被引:0
|
作者
Department of Economics and Finance, College of Economics and Political Science, Sultan Qaboos University, Muscat, Oman [1 ]
不详 [2 ]
不详 [3 ]
20500, Finland
不详 [4 ]
不详 [5 ]
不详 [6 ]
机构
来源
基金
新加坡国家研究基金会;
关键词
COVID-19 - Currency - Currency markets - Frequency spillover - Gold/palladium - Gold/platinum - Palladium silvers - Palladium-platinum - Safe haven - Volatility spillovers;
D O I
暂无
中图分类号
学科分类号
摘要
46
引用
收藏
相关论文
共 50 条
  • [41] The Analysis of the Roles of Bitcoin, Ethereum, and Gold as Hedge and Safe-Haven Assets on the Indonesian Stock Market before and during the COVID-19 Pandemic
    Wijaya, Carla A.
    Ulpah, Maria
    [J]. INDONESIAN CAPITAL MARKET REVIEW, 2022, 14 (01) : 51 - 62
  • [42] Determinants of Spillovers between Islamic and Conventional Financial Markets: Exploring the Safe Haven Assets during the COVID-19 Pandemic
    Yarovaya, Larisa
    Elsayed, Ahmed H.
    Hammoudeh, Shawkat
    [J]. FINANCE RESEARCH LETTERS, 2021, 43
  • [43] Hedge and safe-haven attributes of faith-based stocks vis-a-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis
    Bossman, Ahmed
    Gubareva, Mariya
    Teplova, Tamara
    [J]. APPLIED ECONOMICS, 2024, 56 (31) : 3698 - 3721
  • [44] Multiscale hedge ratio between the Australian stock and futures markets: Evidence from wavelet analysis
    In, Francis
    Kim, Sangbae
    [J]. JOURNAL OF MULTINATIONAL FINANCIAL MANAGEMENT, 2006, 16 (04) : 411 - 423
  • [45] Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis
    Mensi, Walid
    Nekhili, Ramzi
    Vo Xuan Vinh
    Kang, Sang Hoon
    [J]. ECONOMIC ANALYSIS AND POLICY, 2021, 71 : 73 - 96
  • [46] COVID-19 Shock and the Time-Varying Volatility Spillovers Among the Energy and Precious Metals Markets: Evidence From A DCC-GARCH-CONNECTEDNESS Approach
    Tan, Xiaoyu
    Wang, Xuetong
    Ma, Shiqun
    Wang, Zhimeng
    Zhao, Yang
    Xiang, Lijin
    [J]. FRONTIERS IN PUBLIC HEALTH, 2022, 10
  • [47] Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective
    Shahzad, Umer
    Mohammed, Kamel Si
    Tiwari, Sunil
    Nakonieczny, Joanna
    Nesterowicz, Renata
    [J]. RESOURCES POLICY, 2023, 80
  • [48] Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis
    Mensi, Walid
    Al Rababa'a, Abdel Razzaq
    Alomari, Mohammad
    Vo, Xuan Vinh
    Kang, Sang Hoon
    [J]. RESOURCES POLICY, 2022, 79
  • [49] Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods
    Hkiri, Besma
    Hammoudeh, Shawkat
    Aloui, Chaker
    Yarovaya, Larisa
    [J]. PACIFIC-BASIN FINANCE JOURNAL, 2017, 43 : 124 - 150
  • [50] Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis
    Huang, Zishan
    Zhu, Huiming
    Hau, Liya
    Deng, Xi
    [J]. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2023, 67