Safe Haven for Asian Equity Markets During Financial Distress: Bitcoin Versus Gold
This study aims to analyse the role of bitcoin and gold as safe haven assets for Asian equity markets during periods of high market uncertainty related to the global COVID-19 pandemic, high volatility and extreme stock market conditions. Our empirical analysis employs the DCC-GARCH methodology to es...
Main Authors: | , , , |
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Format: | Article |
Language: | ces |
Published: |
Prague University of Economics and Business
2023-10-01
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Series: | Acta Informatica Pragensia |
Subjects: | |
Online Access: | https://aip.vse.cz/artkey/aip-202302-0012_safe-haven-for-asian-equity-markets-during-financial-distress-bitcoin-versus-gold.php |