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Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
16 references·16 citing·35 second hopsampled
Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2018)Does global economic uncertainty matter f…Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)Virtual currency, tangible re…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Stock Market Volatility and Macroeconomic Fundamentals (2012)Stock Market Volatility and M…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic? (2022)Gold or Bitcoin, which is the…Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)Risk Transmissions between Bi…Impact of economic policy uncertainty on CO 2 emissions in the US : Evidence from bootstrap ARDL approach (2021)Impact of economic policy unc…Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? (2021)Dynamic connectedness between…Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US? (2021)Bitcoin: A safe haven asset a…The Relationship between Cryptocurrencies and COVID-19 Pandemic (2020)The Relationship between Cryp…Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis (2020)Industry volatility and econo…Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment? (2020)Financial implications of fou…Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy (2020)Crude oil price and cryptocur…Can Bitcoin hedge the risks of geopolitical events? (2020)Can Bitcoin hedge the risks o…Bitcoin and gold price returns: A quantile regression and NARDL analysis (2020)Bitcoin and gold price return…The relationship between Bitcoin returns and trade policy uncertainty (2019)The relationship between Bitc…The influence of Bitcoin on Portfolio Diversification and Design (2019)The influence of Bitcoin on P…Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting (2019)Exogenous drivers of Bitcoin …Does gold or Bitcoin hedge economic policy uncertainty? (2019)Does gold or Bitcoin hedge ec…Cryptocurrencies and the downside risk in equity investments (2019)Cryptocurrencies and the down…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Modeling and Forecasting Realized Volatility (2003)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Climate policy uncertainty and world renewable energy index volatility forecasting (2022)Geopolitical risk and dynamic connectedness between commodity markets (2022)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Using wavelets to decompose the time–frequency effects of monetary policy (2008)On the inefficiency of Bitcoin (2016)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)The Inefficiency of Bitcoin (2016)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Judgment Under Uncertainty: Heuristics and Biases. (1984)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Is gold a safe haven? International evidence (2010)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2012Stock Market Volatility and Macroeconomic Fundamentals1,122 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?982 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2018Price manipulation in the Bitcoin ecosystem746 cited
  • 2015Virtual currency, tangible return: Portfolio diversification with bitcoin704 cited

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2018
Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation
694 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • Cited by

    • 2019Does gold or Bitcoin hedge economic policy uncertainty?266 cited
    • 2021Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?249 cited
    • 2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy243 cited
    • 2020Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?234 cited
    • 2021Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties225 cited
    • 2022Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?205 cited
    • 2020The Relationship between Cryptocurrencies and COVID-19 Pandemic199 cited
    • 2021Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?198 cited
    • 2019Cryptocurrencies and the downside risk in equity investments192 cited
    • 2020Can Bitcoin hedge the risks of geopolitical events?192 cited
    • 2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis187 cited
    • 2020Bitcoin and gold price returns: A quantile regression and NARDL analysis185 cited
    • 2019Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting183 cited
    • 2021Impact of economic policy uncertainty on CO 2 emissions in the US : Evidence from bootstrap ARDL approach174 cited
    • 2019The influence of Bitcoin on Portfolio Diversification and Design173 cited
    • 2019The relationship between Bitcoin returns and trade policy uncertainty141 cited