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Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin
16 references·16 citing·31 second hopsampled
Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Safe haven, hedge and diversification for…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…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…Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Hedging emerging market stock…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…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…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Bivariate garch estimation of the optimal commodity futures Hedge (1991)Bivariate garch estimation of…A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)A tale of two tails among car…The volatility of Bitcoin and its role as a medium of exchange and a store of value (2021)The volatility of Bitcoin and…Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears (2021)Predictive role of online inv…Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold (2021)Hedge and safe haven properti…Green investments: A luxury good or a financial necessity? (2021)Green investments: A luxury g…Diversifying equity with cryptocurrencies during COVID-19 (2021)Diversifying equity with cryp…Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US? (2021)Bitcoin: A safe haven asset a…Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets (2021)Asymmetric spillover and netw…Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach (2021)Asymmetric relationship betwe…Assessing the safe haven property of the gold market during COVID-19 pandemic (2021)Assessing the safe haven prop…Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic? (2021)Are safe haven assets really …Multiscale characteristics of the emerging global cryptocurrency market (2020)Multiscale characteristics of…Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment? (2020)Financial implications of fou…Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks (2020)Fancy Bitcoin and conventiona…Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic? (2020)Are Bitcoin and Ethereum safe…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)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)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)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Modeling Asymmetric Comovements of Asset Returns (1998)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Financial contagion during COVID–19 crisis (2020)Using wavelets to decompose the time–frequency effects of monetary policy (2008)On the inefficiency of Bitcoin (2016)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Correlations in Price Changes and Volatility across International Stock Markets (1990)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)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)The Cross‐Section of Volatility and Expected Returns (2006)The Inefficiency of Bitcoin (2016)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)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)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2002Dynamic Conditional Correlation7,126 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
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 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
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 1991Bivariate garch estimation of the optimal commodity futures Hedge729 cited
  • 2015Virtual currency, tangible return: Portfolio diversification with bitcoin704 cited

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  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin633 cited
  • 2015Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH547 cited
  • Cited by

    • 2020Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?351 cited
    • 2021The volatility of Bitcoin and its role as a medium of exchange and a store of value241 cited
    • 2020Multiscale characteristics of the emerging global cryptocurrency market241 cited
    • 2021Diversifying equity with cryptocurrencies during COVID-19240 cited
    • 2020Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?234 cited
    • n.d.Multiscale characteristics of the emerging global cryptocurrency market211 cited
    • 2021Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold202 cited
    • 2021Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach198 cited
    • 2021Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?198 cited
    • 2022A tale of two tails among carbon prices, green and non-green cryptocurrencies198 cited
    • 2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks173 cited
    • 2021Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets168 cited
    • 2021Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears167 cited
    • 2021Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?166 cited
    • 2021Assessing the safe haven property of the gold market during COVID-19 pandemic158 cited
    • 2021Green investments: A luxury good or a financial necessity?155 cited