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Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model
16 references·2 citing·34 second hop
Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model (2021)Can both Bitcoin and gold serve as safe-h…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…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…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…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…Public debt and growth: Heterogeneity and non-linearity (2015)Public debt and growth: Heter…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy (2014)The digital traces of bubbles…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Festschrift in Honor of Peter Schmidt (2014)Festschrift in Honor of Peter…Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks (2023)Asymmetric volatility in the …Will memecoins’ surge trigger a crypto crash? Evidence from the connectedness between leading cryptocurrencies and memecoins (2022)Will memecoins’ surge trigger…Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)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)Oil prices, US stock return, and the dependence between their quantiles (2015)Dynamic connectedness and integration in cryptocurrency markets (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic Conditional Correlation (2002)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Searching for safe-haven assets during the COVID-19 pandemic (2020)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)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)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)The Impact of Uncertainty Shocks (2009)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)Measuring Geopolitical Risk (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)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)
this work references cited by second hop

References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 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
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?982 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 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
  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
  • 2015Public debt and growth: Heterogeneity and non-linearity624 cited
  • 2014Festschrift in Honor of Peter Schmidt579 cited

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2018
Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold
526 cited
  • 2014The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy466 cited
  • Cited by

    • 2023Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks32 cited
    • 2022Will memecoins’ surge trigger a crypto crash? Evidence from the connectedness between leading cryptocurrencies and memecoins25 cited