Safe Haven for Asian Equity Markets During Financial Distress: Bitcoin Versus Gold

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...

Full description

Bibliographic Details
Main Authors: Pham Thi Ngoc Dung, Luong Kim Long, Thuy Trang Le Ngoc, Do Thi Thanh Nhan
Format: Article
Language:ces
Published: Prague University of Economics and Business 2023-10-01
Series:Acta Informatica Pragensia
Subjects:
hedge
safe haven
cryptocurrency
gold
covid-19
investment
vix
Online Access:https://aip.vse.cz/artkey/aip-202302-0012_safe-haven-for-asian-equity-markets-during-financial-distress-bitcoin-versus-gold.php

Internet

https://aip.vse.cz/artkey/aip-202302-0012_safe-haven-for-asian-equity-markets-during-financial-distress-bitcoin-versus-gold.php

Similar Items