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The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies
4 references·16 citing·42 second hop
The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the COVID-19 pan…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…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic (2022)Rethinking financial contagio…The economics of COVID-19 pandemic: A survey (2021)The economics of COVID-19 pan…Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? (2021)Dynamic connectedness between…Safe haven or risky hazard? 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(2020)Are Bitcoin and Ethereum safe…Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic (2020)Any port in a storm: Cryptocu…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)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Correlations in Price Changes and Volatility across International Stock Markets (1990)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)COVID-19 and finance: Agendas for future research (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)COVID-19 and stock market volatility: An industry level analysis (2020)Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic (2021)Quantile connectedness in the cryptocurrency market (2021)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Cultures and organizations: software of the mind (1992)Cultures and Organizations: Software of the Mind. (1993)COVID-19 Pandemic and Stock Market Response: A Culture Effect (2020)Financial markets under the global pandemic of COVID-19 (2020)Stock Markets’ Reaction to COVID-19: Moderating Role of National Culture (2020)The nexus between COVID-19 fear and stock market volatility (2021)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets (2021)Oil price shocks and stock market activity (1999)Investor sentiments and stock markets during the COVID-19 pandemic (2022)Industry 5.0 challenges for post-pandemic supply chain sustainability in an emerging economy (2023)The global economic impacts of the COVID-19 pandemic (2023)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 2002Dynamic Conditional Correlation7,126 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

Cited by

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  • 2020Return connectedness across asset classes around the COVID-19 outbreak631 cited
  • 2021The economics of COVID-19 pandemic: A survey423 cited
  • 2020Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?351 cited
  • 2020Can corporate social responsibility protect firm value during the COVID-19 pandemic?321 cited
  • 2020Fear Sentiment, Uncertainty, and Bitcoin Price Dynamics: The Case of COVID-19292 cited
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  • 2020Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic

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286 cited
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  • 2020Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre248 cited