Work

Can safe-haven assets still protect investors? Evidence from dynamic connectedness and R2-decomposed portfolio strategies

Year: 2026

Type: article

Source: Digital Finance

DOI: 10.1007/s42521-026-00210-6

Authors: Nourhaine Nefzi, İhsan Erdem Kayral, Sahar Loukil, Ahmed Jeribi

Institutions: Mediterranean School of Business, South Mediterranean University, Başkent University, University of Sfax, Faculty of Economics and Management of Sfax, University of Monastir

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W7197019040

FWCI:

Cites: 65

Cited by:

Related to: 10