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Dynamic connectedness between Bitcoin and equity market information across BRICS countries
16 references·9 citing·27 second hop
Dynamic connectedness between Bitcoin and equity market information across BRICS countries (2019)Dynamic connectedness between Bitcoin and…What Causes the Attention of Bitcoin? (2018)What Causes the Attention of …Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…The inefficiency of Bitcoin revisited: A dynamic approach (2017)The inefficiency of Bitcoin r…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Estimating global bank network connectedness (2017)Estimating global bank networ…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…On the inefficiency of Bitcoin (2016)On the inefficiency of BitcoinWhat Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Do global factors impact BRICS stock markets? A quantile regression approach (2014)Do global factors impact BRIC…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…A literature survey on energy–growth nexus (2009)A literature survey on energy…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets (2024)Bridging the gap: Uncovering …The linkage between Bitcoin and foreign exchanges in developed and emerging markets (2023)The linkage between Bitcoin a…The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19 (2023)The dynamic connectedness bet…Quantile and asymmetric return connectedness among BRICS stock markets (2023)Quantile and asymmetric retur…Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist? (2023)Cryptocurrencies versus envir…Discontinuous movements and asymmetries in cryptocurrency markets (2022)Discontinuous movements and a…Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis (2021)Stock market reactions to ups…Spillovers and bivariate portfolios of gold-backed cryptocurrencies and gold during the COVID-19 outbreak (2021)Spillovers and bivariate port…Quantile spillovers and dependence between Bitcoin, equities and strategic commodities (2020)Quantile spillovers and depen…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)ON THE RELATIONSHIP BETWEEN ENERGY AND GNP (1978)Bounds testing approaches to the analysis of level relationships (2001)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)CO2 emissions, energy consumption and economic growth in Turkey (2010)Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia (2013)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)The Inefficiency of Bitcoin (2016)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)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)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)SRISK: A conditional capital shortfall measure of systemic risk (2017)
this work references cited by second hop

References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2009A literature survey on energy–growth nexus1,624 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 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
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2017Estimating global bank network connectedness637 cited
  • 2016On the inefficiency of Bitcoin636 cited
  • 2017The inefficiency of Bitcoin revisited: A dynamic approach615 cited

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2014
Do global factors impact BRICS stock markets? A quantile regression approach
430 cited
  • 2018What Causes the Attention of Bitcoin?389 cited
  • Cited by

    • 2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities103 cited
    • 2023Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?57 cited
    • 2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis38 cited
    • 2022Discontinuous movements and asymmetries in cryptocurrency markets32 cited
    • 2023The linkage between Bitcoin and foreign exchanges in developed and emerging markets30 cited
    • 2024Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets29 cited
    • 2023Quantile and asymmetric return connectedness among BRICS stock markets29 cited
    • 2023The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-1926 cited
    • 2021Spillovers and bivariate portfolios of gold-backed cryptocurrencies and gold during the COVID-19 outbreak26 cited