Autori: Canepa, Alessandra , Alqaralleh, Huthaifa
Titolo: The Role of Precious Metals in Portfolio Diversification During the Covid19 Pandemic: A Wavelet-Based Quantile Approach.
Periodico: Università degli studi di Torino. Dip. Di Economia e Statistica Cognetti de Martiis. Working paper series
Anno: 2021 - Volume: 4 - Fascicolo: 12 - Pagina iniziale: 1 - Pagina finale: 27

In this study the relation between stock markets and precious metals during first wave of Covid-19 pandemic are investigated. We use a wavelet-based quantile procedure to investigate correlation between major stock markets of emerging countries (BRIC) and the United States. Our procedure reveals that precious metals offer market diversification opportunities during the period under consideration. In particular, it is found the gold, silver,platinum, and palladium, all serve as safe-haven assets during periods of market distress across short, medium and long investment horizons.


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Testo completo: https://www.est.unito.it/do/home.pl/Download?doc=/allegati/wp2021dip/wp_12_2021.pdf

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