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Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
10 references·16 citing·38 second hop
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An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…International comovement of stock market returns: A wavelet analysis (2009)International comovement of s…Using wavelets to decompose the time–frequency effects of monetary policy (2008)Using wavelets to decompose t…Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications (2022)Time-frequency spillovers and…The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach (2022)The connectedness between mem…Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities (2022)Impact of COVID-19 on the qua…Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak (2022)Connectedness among major cry…The hedge asset for BRICS stock markets: Bitcoin, gold or VIX (2021)The hedge asset for BRICS sto…Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Static and Dynamic Connectedn…Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak (2021)Oil prices and agricultural c…Investigating the relationship between volatilities of cryptocurrencies and other financial assets (2021)Investigating the relationshi…Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold (2021)Hedge and safe haven properti…Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak (2021)Directional spillover effects…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 …Are ESG stocks safe-haven during COVID-19? (2021)Are ESG stocks safe-haven dur…Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Is Gold a Hedge or a Safe-Hav…Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency (2020)Dynamic interdependence of cr…Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic? (2020)Are Bitcoin and Ethereum safe…Is the correlation in international equity returns constant: 1960–1990? (1995)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (2011)Does Gold Glitter in the Long-Run? Gold as a Hedge and Safe Haven Across Time and Investment Horizon (2014)Multifractal analysis of financial markets: a review (2019)Interpreting the macroeconomic time series facts (1992)Discretion versus policy rules in practice (1993)Measuring Business Cycles: Approximate Band-Pass Filters for Economic Time Series (1999)Business cycle synchronization and the Euro: A wavelet analysis (2011)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)On the inefficiency of Bitcoin (2016)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)Long-Term Global Market Correlations (2001)Buying Beauty: On Prices and Returns in the Art Market (2012)Predicting the Price of Bitcoin Using Machine Learning (2018)Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)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)Is gold a safe haven? International evidence (2010)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Inefficiency of Bitcoin (2016)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)
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References

  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 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
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 2018Price manipulation in the Bitcoin ecosystem746 cited
  • 2015Virtual currency, tangible return: Portfolio diversification with bitcoin704 cited
  • 2008Using wavelets to decompose the time–frequency effects of monetary policy590 cited

Cited by

  • 2020Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis?526 cited
  • 2020Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?351 cited
  • 2021Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication314 cited
  • 2021Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak

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217 cited
  • 2021Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold202 cited
  • 2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities177 cited
  • 2022Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak176 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
  • 2021Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak144 cited
  • 2021Investigating the relationship between volatilities of cryptocurrencies and other financial assets141 cited
  • 2021Are ESG stocks safe-haven during COVID-19?123 cited
  • 2021The hedge asset for BRICS stock markets: Bitcoin, gold or VIX119 cited
  • 2022Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications118 cited
  • 2020Dynamic interdependence of cryptocurrency markets: An analysis across time and frequency101 cited
  • 2022The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach101 cited