Concepedia

How safe are the safe haven assets?

Kateryna Anatoliyevna Kopyl, John Byong-Tek Lee

Financial markets and portfolio management · 2016 · 58 citations · 23 references

DOI

Concepts

References

23

Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.3K citations

, , +13

The Determinants of Credit Spread Changes

Pierre Collin-Dufresn, Robert S. Goldstein, J. Spencer Martin · The Journal of Finance · 2001 · 2.2K citations · Full text

, , +16

Is gold a safe haven? International evidence

Dirk G. Baur, Thomas K. J. McDermott · Journal of Banking & Finance · 2010 · 1.8K citations

, , +10

Real-time price discovery in global stock, bond and foreign exchange markets

Torben G. Andersen, Tim Bollerslev, Francis X. Diebold et al. · Journal of International Economics · 2007 · 1.2K citations

, , +16

Rational contagion and the globalization of securities markets

Guillermo A. Calvo, Enrique G. Mendoza · Journal of International Economics · 2000 · 958 citations

, , +14