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Pré-Publication, Document De Travail Année : 2022

Failure of Gold, Bitcoin and Ethereum as safe havens during the Ukraine-Russia war

Résumé

This paper studies the impact of fear, uncertainty and market volatility caused by the Ukraine-Russia war on crypto-assets returns (Bitcoin and Ethereum) and Gold returns. We use the searches on Wikipedia trends as proxies of uncertainty and fear and two volatility indices: S&P500 VIX and the Russian VIX (RVIX). The results show that Bitcoin, Ethereum and Gold failed as safe havens during this war.
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hal-03625196 , version 1 (30-03-2022)

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  • HAL Id : hal-03625196 , version 1

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Alhonita Yatie. Failure of Gold, Bitcoin and Ethereum as safe havens during the Ukraine-Russia war. 2022. ⟨hal-03625196⟩

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