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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dc.contributor.authorOĞUZ, Onur
dc.contributor.authorKorkmaz, Özge
dc.date.accessioned2025-10-24T18:03:49Z
dc.date.available2025-10-24T18:03:49Z
dc.date.issued2022
dc.departmentMalatya Turgut Özal Üniversitesi
dc.description.abstractThe 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.
dc.identifier.doi10.33203/mfy.1038564
dc.identifier.endpage100
dc.identifier.issn1308-6014
dc.identifier.issue117
dc.identifier.startpage77
dc.identifier.trdizinid1149187
dc.identifier.urihttps://doi.org/10.33203/mfy.1038564
dc.identifier.urihttps://search.trdizin.gov.tr/tr/yayin/detay/1149187
dc.identifier.urihttps://hdl.handle.net/20.500.12899/2477
dc.identifier.volume1
dc.indekslendigikaynakTR-Dizin
dc.language.isoen
dc.relation.ispartofMALİYE FİNANS YAZILARI
dc.relation.publicationcategoryMakale - Ulusal Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzTR-Dizin_20251023
dc.subjectİktisat
dc.subjectCOVID-19
dc.subjectGold
dc.subjectStock Exchange Markets
dc.titleHe Relationship Between Stock Market Index Returns and Gold Returns during the First Year of the Coronavirus Pandemic: An Asymmetric Causality Test
dc.typeArticle

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