SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Does Bitcoin add value to global industry portfolios?
15 references·11 citing·34 second hopsampled
Does Bitcoin add value to global industry portfolios? (2020)Does Bitcoin add value to global industry…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…Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? (2017)Bitcoin for energy commoditie…Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004-2014 (2015)Trans-Atlantic Equity Volatil…Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis (2014)Dynamic transmissions between…Caveat Emptor: Does Bitcoin Improve Portfolio Diversification? (2014)Caveat Emptor: Does Bitcoin I…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)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…No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models (2000)Dynamic Conditional Correlati…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…Organizational Resilience to Exogenous Shocks: The Role of Environmental Performance (2026)Organizational Resilience to …Diversification evidence of bitcoin and gold from wavelet analysis (2023)Diversification evidence of b…A bibliometric review of portfolio diversification literature (2023)A bibliometric review of port…Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets (2022)Risk-adjusted investment perf…Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough? (2022)Re-evaluating portfolio diver…Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model (2022)Jointly forecasting the value…What is the expected return on Bitcoin? Extracting the term structure of returns from options prices (2021)What is the expected return o…Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume (2021)Trading Cryptocurrencies as a…LINKAGES BETWEEN STOCK AND CRYPTOCURRENCY MARKETS DURING THE COVID-19 OUTBREAK: AN INTRADAY ANALYSIS (2021)LINKAGES BETWEEN STOCK AND CR…Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification (2021)Intraday volume-return nexus …Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak (2021)Human capital efficiency, per…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)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A Capital Asset Pricing Model with Time-Varying Covariances (1988)Multivariate GARCH models: a survey (2006)Correlations in Price Changes and Volatility across International Stock Markets (1990)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)Transmission of Volatility between Stock Markets (1990)Is the correlation in international equity returns constant: 1960–1990? (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Aggregate Confusion: The Divergence of ESG Ratings (2019)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Is gold a safe haven? International evidence (2010)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)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)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Searching for safe-haven assets during the COVID-19 pandemic (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
  • 2002Dynamic Conditional Correlation7,229 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,735 cited
  • 2009Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,707 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,814 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,425 cited
  • 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models1,114 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance886 cited
  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin652 cited
  • 2015Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004-2014335 cited
  • 2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?324 cited
  • 2014Caveat Emptor: Does Bitcoin Improve Portfolio Diversification?

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

135 cited
  • 2014Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis70 cited
  • Cited by

    • 2021LINKAGES BETWEEN STOCK AND CRYPTOCURRENCY MARKETS DURING THE COVID-19 OUTBREAK: AN INTRADAY ANALYSIS54 cited
    • 2021Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification51 cited
    • 2021Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak49 cited
    • 2023Diversification evidence of bitcoin and gold from wavelet analysis49 cited
    • 2022Risk-adjusted investment performance of green and black portfolios and impact of toxic divestments in emerging markets32 cited
    • 2023A bibliometric review of portfolio diversification literature32 cited
    • 2021Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume31 cited
    • 2022Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?29 cited
    • 2022Jointly forecasting the value-at-risk and expected shortfall of Bitcoin with a regime-switching CAViaR model22 cited
    • 2021What is the expected return on Bitcoin? Extracting the term structure of returns from options prices16 cited
    • 2026Organizational Resilience to Exogenous Shocks: The Role of Environmental Performance5 cited