This study draws a comparison between the Global Financial Crisis (GFC) and COVID-19 pandemic crisis to assess safe-haven potential of Islamic stocks for G7 stock markets. We employ cross-quantilogram framework Han et al., which considers non-linearity in relationship, thus captures correlation markets across various quantiles reflecting different market conditions. The analysis also includes t...

This article explores the role of global financial instruments as hedging or safe-haven assets in Covid-19 pandemic crisis, which has weakened economy, by linking it to investor’s fear sentiment perspective. Correspondingly, analyses effects shocks VIX index, represents sentiment, on some investment during ongoing pandemic. Eight major from different asset classes are tested along with index ac...

T his paper ascertains the extent of mispricing in equity portfolios, mispricing-divestment relation, and the role of African equities as risk diversification strategies during commodity market turbulence. Following Baur and Lucey (2010), one identifies an arbitrary commodity market crisis to be 1%, 5%, and 10% declining moments in returns. However, their approach is extended by usin...

In this paper, I will discuss a children's rights-based argument for the duty of states, as a joint effort, to establish an effective program to help bring children out of conflict zones, such as parts of Syria, and to a safe haven. Children are among the most vulnerable subjects in violent conflicts who suffer greatly and have their human rights brutally violated as a consequence. Furthermore,...

We study the determinants of sovereign bond yield spreads across 10 EMU countries between Q1/1999 and Q1/2010. We apply a semiparametric time-varying coefficient model to identify, to what extent an observed change in the yield spread is due to a shift in macroeconomic fundamentals or due to altering risk pricing. We find that at the beginning of EMU, the government debt level and the general i...

• DeFi has the goal to recreate traditional finance services. There are relationships between some assets, user-generated content, and DeFi. Telegram chats influence DeFis, Twitter activity does not DeFis. tokens a safe haven, hedge for stock market volatility. After so-called “crypto-winter”, decentralised (DeFi) is reviving interest in cryptocurrency amongst scientific community, public priva...

We examine investor behavior under interest and inflation risk in different scenarios. To that end, we analyze the relation between stock returns and unexpected changes in nominal and real interest rates and inflation for the US stock market. This relation is examined in detail by breaking the results down from the US stock market level to sector, sub-sector, and to individual industries as the...

This study investigates the implications of COVID-19 pandemic for sovereign debt in G-7 and E-7 economies explores notion bonds as a safe haven. Using set panel regression dynamic connectedness TVP-VAR approaches, our results reveal that impact global case numbers on has been contingent level country's financial economic development. More precisely, findings suggest countries, where development...

The present article focuses on whether the Bitcoin shows sign of increased confidence as a value storage vehicle, prerequisite to becoming fully fledged currency. Using Bloomberg data over period 2008-2017, we find cointegration relationship between dollar prices Bitcoin, Gold and Swiss Franc. two latter assets are classic safe haven assets, suggesting that at least some buyers interested in bo...