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'Shiny' Crypto Assets: A Systemic Look at Gold-Backed Cryptocurrencies during the COVID-19 Pandemic
16 references·6 citing·44 second hop
'Shiny' Crypto Assets: A Systemic Look at Gold-Backed Cryptocurrencies during the COVID-19 Pandemic (2021)'Shiny' Crypto Assets: A Systemic Look at…Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Liquidity and Market Efficiency (2007)Liquidity and Market Efficien…Liquidity and Expected Returns: Lessons from Emerging Markets (2007)Liquidity and Expected Return…MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)MODELLING ASYMMETRIC EXCHANGE…Asset pricing with liquidity risk (2005)Asset pricing with liquidity …Modelling Dependence with Copulas and Applications to Risk Management (2003)Modelling Dependence with Cop…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Asymmetric correlations of equity portfolios (2002)Asymmetric correlations of eq…A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)A Semiparametric Estimation P…Towards a Unified Asymptotic Theory for Autoregression (1987)Towards a Unified Asymptotic …Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets? (2024)Can gold-backed cryptocurrenc…Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness (2024)Assessing the crypto market s…The dynamic volatility nexus of FinTech, innovative technology communication, and cryptocurrency indices during the crises period (2023)The dynamic volatility nexus …Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models (2023)Forecasting Bitcoin prices us…Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods (2023)Cryptocurrency price forecast…The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets (2020)The COVID-19 Black Swan Crisi…Extreme Values, Regular Variation and Point Processes (1987)Modelling of extremal events in insurance and finance (1994)An Introduction to Copulas (1999)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Measuring financial contagion: A Copula approach (2007)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)The Inefficiency of Bitcoin (2016)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multivariate Simultaneous Generalized ARCH (1995)Copula Modeling: An Introduction for Practitioners (2007)GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS (2012)SRISK: A conditional capital shortfall measure of systemic risk (2017)Correlations in Price Changes and Volatility across International Stock Markets (1990)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)A five-factor asset pricing model (2014)Continuous Auctions and Insider Trading (1985)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Corporate Yield Spreads and Bond Liquidity (2007)The Illiquidity of Corporate Bonds (2011)A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Liquidity and leverage (2008)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)International Asset Allocation With Regime Shifts (2002)Market Integration and Contagion (2005)Downside Risk (2006)Understanding Relationships Using Copulas (1998)Goodness-of-fit tests for copulas: A review and a power study (2007)The t Copula and Related Copulas (2007)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
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  • 2005Asset pricing with liquidity risk2,816 cited
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  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
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  • 2018Price manipulation in the Bitcoin ecosystem

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746 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • Cited by

    • 2020The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets126 cited
    • 2023Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models92 cited
    • 2023Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods91 cited
    • 2023The dynamic volatility nexus of FinTech, innovative technology communication, and cryptocurrency indices during the crises period42 cited
    • 2024Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness31 cited
    • 2024Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets?30 cited