Re-Examining Safe Havens and Hedges Through a Realized Covariance Lens

Performance of safe haven assets during crisis and can we view BTC as a safe haven asset

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Zikovic, Sasa (2025). Re-Examining Safe Havens and Hedges Through a Realized Covariance Lens. Q2 ecosystem. Available at https://quantinar.com/course/1043/re-examining-safe-havens-and-hedges-through-a-realized-covariance-lens or http://dx.doi.org/10.24818/IDA-CL/2025.180.

@misc{zikovic2025, author = {Zikovic, Sasa}, title = {Re-Examining Safe Havens and Hedges Through a Realized Covariance Lens}, year = {2025}, howpublished = {Q2 ecosystem}, doi = {http://dx.doi.org/10.24818/IDA-CL/2025.180.}, url = {https://quantinar.com/course/1043/re-examining-safe-havens-and-hedges-through-a-realized-covariance-lens} }
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In times of crisis investors seek refuge in safe haven assets and currencies
Safe haven asset is is an investment that tends to hold or increase its value when markets are under acute stress i.e. its correlation with risky assets (e.g., equities) becomes zero or negative specifically during crises, providing protection when most portfolios are losing value

Understanding the variables that influence investor behavior is important
Prepare for potential risks and opportunities in financial markets
Cryptocurrencies as a potential safe haven?