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Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China
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Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China (2020)Does Bitcoin or gold react to financial s…Volatility connectedness in global foreign exchange markets (2020)Volatility connectedness in g…Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss (2020)Forecasting realized oil-pric…BitCoin: A new basket for eggs? (2020)BitCoin: A new basket for egg…Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)Do the emerging stock markets…Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China (2019)Determinants of within and cr…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Bitcoin a hedge, a safe ha…Economic policy uncertainty in the US and China and their impact on the global markets (2018)Economic policy uncertainty i…Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles (2018)Bitcoin and global financial …Oil prices and financial stress: A volatility spillover analysis (2015)Oil prices and financial stre…Financial stress spillovers across the banking, securities and foreign exchange markets (2015)Financial stress spillovers a…Financial stress and economic activity in some emerging Asian economies (2015)Financial stress and economic…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…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Short-Run Pain, Long-Run Gain: Financial Liberalization and Stock Market Cycles (2008)Short-Run Pain, Long-Run Gain…Asset Prices in an Exchange Economy (1978)Noise Trader Risk in Financial Markets (1990)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Financial liberalization and bank risk-taking: International evidence (2013)Volatility risk premia and exchange rate predictability (2016)How news and its context drive risk and returns around the world (2019)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Do financial stress and policy uncertainty have an impact on the energy and metals markets? A quantile regression approach (2015)Coronavirus and Oil Price Crash (2020)Directional spillover effects and time-frequency nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak (2021)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)An Introduction to Copulas (1999)When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin (2018)Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation — A stochastic volatility approach (2019)Does gold or Bitcoin hedge economic policy uncertainty? (2019)A test for independence based on the correlation dimension (1996)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution (2020)Testing for a Unit Root in Time Series Regression (1988)Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach (2019)Does causality between geopolitical risk, tourism and economic growth matter? Evidence from Turkey (2019)Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks (2022)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)The Inefficiency of Bitcoin (2016)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Driving factors of CO2 emissions and inequality characteristics in China: A combined decomposition approach (2018)The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets (2019)Does crude oil price stimulate economic policy uncertainty in BRICS? (2021)SRISK: A conditional capital shortfall measure of systemic risk (2017)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,790 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold526 cited
  • 2018Economic policy uncertainty in the US and China and their impact on the global markets305 cited
  • 2008Short-Run Pain, Long-Run Gain: Financial Liberalization and Stock Market Cycles276 cited
  • 2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?256 cited
  • 2015Oil prices and financial stress: A volatility spillover analysis221 cited
  • 2018Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles196 cited
  • 2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss146 cited
  • 2020BitCoin: A new basket for eggs?116 cited
  • 2020Volatility connectedness in global foreign exchange markets113 cited
  • 2019Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China

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101 cited
  • 2015Financial stress spillovers across the banking, securities and foreign exchange markets95 cited
  • 2015Financial stress and economic activity in some emerging Asian economies89 cited
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