Publications by authors named "Hanen Ben Ameur"

This paper examines gold and cryptocurrencies' hedge and safe-haven capabilities against various downturns, including the COVID-19 pandemic and Geopolitical Risks (GPR), across different market conditions. The study covers a sample period from 2013 to 2021 at a daily frequency, employing the GARCH model and quantile regression with binary variables. The empirical results indicate that neither gold nor cryptocurrencies can act as strong hedges against infectious disease pandemics.

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