Browsing NTNU Handelshøyskolen by Author "Okoroafor, Ugochi Chibuzor"
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Time-varying market efficiency of safe-haven assets
Okoroafor, Ugochi Chibuzor; Leirvik, Thomas (Peer reviewed; Journal article, 2023)This study investigates the hedge and safe-haven possibilities with bitcoin, gold and crude oil in different equity markets in the presence of time-varying market inefficiency. Our results indicate that periods of market ...