Is gold a safe haven for the CIVETS countries under extremely adverse market conditions? Some new evidence from the MF-DCCA analysis

Author:

Bentes Sónia R.ORCID

Funder

Fundação para a Ciência e a Tecnologia

Publisher

Elsevier BV

Subject

Statistical and Nonlinear Physics,Statistics and Probability

Reference41 articles.

1. The effect of uncertainty on the precious metals markets: new insights from transfer entropy and neural network VAR;Huynh;Resour. Policy,2020

2. What precious metals act as safe havens, and when? Some US evidence;Lucey;Appl. Econ. Lett.,2015

3. Evaluating natural resources investments;Brennan;J. Bus.,1985

4. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data;Boubaker;Physica A,2020

5. Is gold a hedge and safe haven for stock market?;Chen;Appl. Econ. Lett.,2019

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