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Are cryptocurrencies connected to gold? A wavelet‐based quantile‐in‐quantile approach
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Are cryptocurrencies connected to gold? A wavelet‐based quantile‐in‐quantile approach (2020)Are cryptocurrencies connected to gold? A…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Spillovers between Bitcoin and other assets during bear and bull markets (2018)Spillovers between Bitcoin an…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…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…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…Cryptocurrency: A New Investment Opportunity? (2017)Cryptocurrency: A New Investm…Bitcoin, gold and the US dollar – A replication and extension (2017)Bitcoin, gold and the US doll…Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? (2017)Bitcoin for energy commoditie…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Oil prices, US stock return, and the dependence between their quantiles (2015)Oil prices, US stock return, …Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Global market integration: An alternative measure and its application☆ (2009)Global market integration: An…Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework (2023)Do uncertainties affect clean…Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review (2022)Portfolio Diversification, He…Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors? (2022)Can cryptocurrencies provide …Oil and the Macroeconomy since World War II (1983)Estimating Production Functions Using Inputs to Control for Unobservables (2003)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)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)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)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Generalized autoregressive conditional heteroskedasticity (1986)Searching for safe-haven assets during the COVID-19 pandemic (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Judgment Under Uncertainty: Heuristics and Biases. (1984)Advances in prospect theory: Cumulative representation of uncertainty (1992)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)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)A CNN–LSTM model for gold price time-series forecasting (2020)
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References

  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 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
  • 2015Oil prices, US stock return, and the dependence between their quantiles1,428 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin633 cited
  • 2009Global market integration: An alternative measure and its application☆621 cited
  • 2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold526 cited
  • 2017Bitcoin, gold and the US dollar – A replication and extension518 cited
  • 2017Cryptocurrency: A New Investment Opportunity?348 cited

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  • 2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?324 cited
  • 2018Spillovers between Bitcoin and other assets during bear and bull markets308 cited
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    • 2023Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework66 cited
    • 2022Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?21 cited