He Relationship Between Stock Market Index Returns and Gold Returns during the First Year of the Coronavirus Pandemic: An Asymmetric Causality Test
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Tarih
2022
Yazarlar
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Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
The Coronavirus is one of the most influential infectious diseases of the $21^{st}$ century. This study investigates the Hatemi-J asymmetric causality relationship between stock market returns and gold market returns for five of the most affected countries between January 02, 2020 and December 31, 2020. The results show that because of the demand for liquidity, the atmosphere of panic, and the perception of gold as a safe haven, the causal relationship is not strong for each country.
Açıklama
Anahtar Kelimeler
İktisat, COVID-19, Gold, Stock Exchange Markets
Kaynak
MALİYE FİNANS YAZILARI
WoS Q Değeri
Scopus Q Değeri
Cilt
1
Sayı
117
