Can Bitcoin and gold have dynamic hedging and safe haven capabilities against the BRICS plus stock market indices during global crises? : an evidence from a time-varying copula approach
Rihab Belguith, Hind Alnafisah, Yasmine Snene Manzli, and Ahmed Jeribi
| Year of publication: |
2025
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|---|---|
| Authors: | Belguith, Rihab ; Alnafisah, Hind ; Snene Manzli, Yasmine ; Jeribi, Ahmed |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 61.2025, 12, p. 3634-3657
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| Subject: | BRICS plus | diversification | geopolitical event | health crisis | safe haven | time-varying copula | Finanzkrise | Financial crisis | BRICS-Staaten | BRICS countries | Multivariate Verteilung | Multivariate distribution | Hedging | Aktienmarkt | Stock market | Welt | World | Schwellenländer | Emerging economies | Wirtschaftskrise | Economic crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2025.2486677 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015447485