Economics and financial effects of COVID-19 pandemic

• Main Author: Γεωργιόπουλος, Παναγιώτης
• Other Authors: Georgiopoulos, Panagiotis
• Language: English
• Published: 2022
• Subjects: Hedging; COVID-19; Portfolio; Commodities; S&P 500; Bitcoin; Gold; Oil; DCC-GARCH; Αντιστάθμιση ρίσκου; Χαρτοφυλάκιο; Αγαθά; Χρυσός; Πετρέλαιο

In this dissertation, we study the effects the COVID-19 pandemic had on the hedging properties of Bitcoin, gold, and oil. As the humanitarian and economic crisis of unprecedented magnitude was developing, investors found themselves seeking shelter from the instability of the markets. With S&P 50...