Does the crisis period affect the properties of various financial assets: evidence from G7, BRIC, GCC countries

Does the crisis period affect the properties of various financial assets: evidence from G7, BRIC, GCC countries

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 gol...

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Bibliographic Details
Main Authors: Marwa Eleuch, Nada Souissi, Mourad Mroua
Format: Article
Language:English
Published: Taylor & Francis Group 2025-12-01
Series:Cogent Business & Management
Subjects:
Financial properties
commodities
bonds
MSCI markets
DCC-GARCH model
quantile regression
Online Access:https://www.tandfonline.com/doi/10.1080/23311975.2025.2451132
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https://www.tandfonline.com/doi/10.1080/23311975.2025.2451132

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