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Bitcoin: An inflation hedge but not a safe haven
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Bitcoin: An inflation hedge but not a safe haven (2021)Bitcoin: An inflation hedge but not a saf…Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Trading and Arbitrage in Cryptocurrency Markets (2018)Trading and Arbitrage in Cryp…Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Is Bitcoin a Hedge or Safe-Ha…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Bitcoin, gold and the US dollar – A replication and extension (2017)Bitcoin, gold and the US doll…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Dilemma not Trilemma: The Glo…Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Is gold a safe haven or a hed…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Inference in Linear Time Series Models with some Unit Roots (1990)Inference in Linear Time Seri…When uncertainties matter: The causal effect of cryptocurrency investment on retirement hardship withdrawals (2024)When uncertainties matter: Th…Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets (2024)Quantile time-frequency spill…Leveraging FinTech Compliance to Mitigate Cryptocurrency Volatility for Secure US Employee Retirement Benefits: Bitcoin ETF Case Study (2024)Leveraging FinTech Compliance…Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications (2024)Dynamics of asymmetric multif…Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach (2024)Dependence structure between …Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants (2023)Spillovers of joint volatilit…Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models (2023)Forecasting Bitcoin prices us…Explainable artificial intelligence modeling to forecast bitcoin prices (2023)Explainable artificial intell…Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios (2023)Diversification benefits of N…Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War? (2023)Are Bitcoin and Gold a Safe H…MLP-based Learnable Window Size for Bitcoin price prediction (2022)MLP-based Learnable Window Si…How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method (2022)How do crude oil futures hedg…Hedging the extreme risk of cryptocurrency (2022)Hedging the extreme risk of c…Is Bitcoin rooted in confidence? – Unraveling the determinants of globalized digital currencies (2021)Is Bitcoin rooted in confiden…The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)Liquidity and leverage (2008)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)International Liquidity and Exchange Rate Dynamics * (2015)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)The Wall Street Consensus (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Statistical inference in vector autoregressions with possibly integrated processes (1995)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)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)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)Should Investors Include Bitcoin in Their Portfolios? A Portfolio Theory Approach (2018)Common Risk Factors in Cryptocurrency (2022)Cryptocurrency trading: a comprehensive survey (2022)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)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)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)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)A CNN–LSTM model for gold price time-series forecasting (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1990Inference in Linear Time Series Models with some Unit Roots2,561 cited
  • 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence2,090 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?982 cited
  • 2018Trading and Arbitrage in Cryptocurrency Markets903 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 2018Price manipulation in the Bitcoin ecosystem746 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2018Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis551 cited
  • 2017Bitcoin, gold and the US dollar – A replication and extension

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518 cited
  • 2013Is gold a safe haven or a hedge for the US dollar? Implications for risk management515 cited
  • Cited by

    • 2023Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models92 cited
    • 2023Explainable artificial intelligence modeling to forecast bitcoin prices82 cited
    • 2021Is Bitcoin rooted in confidence? – Unraveling the determinants of globalized digital currencies79 cited
    • 2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?62 cited
    • 2022MLP-based Learnable Window Size for Bitcoin price prediction62 cited
    • 2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets60 cited
    • 2023Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants56 cited
    • 2023Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios36 cited
    • 2024Leveraging FinTech Compliance to Mitigate Cryptocurrency Volatility for Secure US Employee Retirement Benefits: Bitcoin ETF Case Study27 cited
    • 2024Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications25 cited
    • 2022How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method22 cited
    • 2022Hedging the extreme risk of cryptocurrency21 cited
    • 2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach21 cited
    • 2024When uncertainties matter: The causal effect of cryptocurrency investment on retirement hardship withdrawals19 cited