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Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis
16 references·16 citing·31 second hopsampled
Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Is Bitcoin a Hedge or Safe-Haven for Curr…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…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…The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…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…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Sample Splitting and Threshold Estimation (2000)Sample Splitting and Threshol…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic? (2022)Gold or Bitcoin, which is the…Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 (2022)Diversifier or more? Hedge an…A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)A clean, green haven?—Examini…Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)Risk Transmissions between Bi…Searching for safe-haven assets during the COVID-19 pandemic (2020)Searching for safe-haven asse…Multiscale characteristics of the emerging global cryptocurrency market (2020)Multiscale characteristics of…Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies (2020)Diversification in the age of…Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy (2020)Crude oil price and cryptocur…Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Are cryptocurrencies a safe h…Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective (2019)Is cryptocurrency a hedge or …High frequency volatility co-movements in cryptocurrency markets (2019)High frequency volatility co-…Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019)Cryptocurrency market contagi…Bitcoin volatility, stock market and investor sentiment. Are they connected? (2019)Bitcoin volatility, stock mar…Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach (2018)Should Investors Include Bitc…Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)Bitcoin as a Safe Haven: Is I…Multiscale characteristics of the emerging global cryptocurrency marketMultiscale characteristics of…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Estimation of a Change Point in Multiple Regression Models (1997)Chapter 8 Growth Econometrics (2005)The economics of poverty traps and persistent poverty: An asset-based approach (2006)Remittances, financial development, and growth (2008)Correlations in Price Changes and Volatility across International Stock Markets (1990)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)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)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)The Cross‐Section of Volatility and Expected Returns (2006)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)A CNN–LSTM model for gold price time-series forecasting (2020)
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2000Sample Splitting and Threshold Estimation2,901 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,775 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
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?982 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2019

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RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?
696 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • Cited by

    • 2020Searching for safe-haven assets during the COVID-19 pandemic656 cited
    • 2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic603 cited
    • 2018Bitcoin as a Safe Haven: Is It Even Worth Considering?410 cited
    • 2020Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies338 cited
    • 2022A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies307 cited
    • 2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios291 cited
    • 2019High frequency volatility co-movements in cryptocurrency markets268 cited
    • 2018Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach264 cited
    • 2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy243 cited
    • 2020Multiscale characteristics of the emerging global cryptocurrency market241 cited
    • 2021Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties225 cited
    • 2019Bitcoin volatility, stock market and investor sentiment. Are they connected?221 cited
    • 2022Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19216 cited
    • n.d.Multiscale characteristics of the emerging global cryptocurrency market211 cited
    • 2022Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?205 cited
    • 2019Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective182 cited