Browsing by Author Ahmet F. Aysan

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  • In_search_of_safe_haven_assets_during_Covid-19 pandemic_Kinan.pdf.jpg
  • Journal Article


  • Authors: Mustafa Disli; Ruslan Nagayev; Kinan Salim; Siti K. Rizkiah; Ahmet F. Aysan (2021)

  • This study assesses the role of gold, crude oil and cryptocurrency as a safe haven for traditional, sustainable, and Islamic investors during the Covid-19 pandemic crisis. Using Wavelet coherence analysis and spillover index methodologies in bivariate and multivariate settings, this study examines the correlation of these assets for different investment horizons. The findings suggest that gold, oil and Bitcoin exhibited low coherency with each stock index across almost all considered investment horizons until the onset of the Covid-19. Conversely, with the outbreak of the pandemic, the return spillover is more intense across financial assets, and a significant pairwise return connecte...

Browsing by Author Ahmet F. Aysan

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 1 of 1
  • In_search_of_safe_haven_assets_during_Covid-19 pandemic_Kinan.pdf.jpg
  • Journal Article


  • Authors: Mustafa Disli; Ruslan Nagayev; Kinan Salim; Siti K. Rizkiah; Ahmet F. Aysan (2021)

  • This study assesses the role of gold, crude oil and cryptocurrency as a safe haven for traditional, sustainable, and Islamic investors during the Covid-19 pandemic crisis. Using Wavelet coherence analysis and spillover index methodologies in bivariate and multivariate settings, this study examines the correlation of these assets for different investment horizons. The findings suggest that gold, oil and Bitcoin exhibited low coherency with each stock index across almost all considered investment horizons until the onset of the Covid-19. Conversely, with the outbreak of the pandemic, the return spillover is more intense across financial assets, and a significant pairwise return connecte...