Eleuch, Marwa; Souissi, Nada; Mroua, Mourad - In: Cogent business & management 12 (2025) 1, pp. 1-22
This paper investigates the role of various financial assets as diversifiers, hedges, and safe havens using the dynamic conditional correlation-GARCH and quantile regression models, for the period from August, 10 2015 to June, 5 2024 for the case of G7, BRIC, and GCC countries. Results show that...