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Cryptocurrencies and the downside risk in equity investments

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References

2002Dynamic Conditional Correlation7,126 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
2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,108 cited
2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
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2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
2018Portfolio diversification with virtual currency: Evidence from bitcoin633 cited
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2011Crude oil hedging strategies using dynamic multivariate GARCH305 cited
2018Network causality structures among Bitcoin and other financial assets: A directed acyclic graph approach262 cited

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