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On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach
16 references·2 citing·34 second hop
On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets: Evidence from the nonparametric quantile on quantile approach (2022)On the asymmetrical connectedness between…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Information interdependence among energy, cryptocurrency and major commodity markets (2019)Information interdependence a…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Is Bitcoin a Hedge or Safe-Ha…Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets (2017)Virtual relationships: Short-…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…Datestamping the Bitcoin and Ethereum Bubbles (2017)Datestamping the Bitcoin and …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…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Oil prices, US stock return, and the dependence between their quantiles (2015)Oil prices, US stock return, …Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices (2015)Crypto-currency bubbles: an a…A wavelet decomposition approach to crude oil price and exchange rate dependence (2013)A wavelet decomposition appro…Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…An analysis of crypto-asset trade, enforcement, and estate planning (2025)An analysis of crypto-asset t…Fintech advancements for financial resilience: Analysing exchange rates and digital currencies during oil and financial risk (2023)Fintech advancements for fina…Economic Forces and the Stock Market (1986)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 economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)The role of green finance in reducing CO2 emissions: An empirical analysis (2021)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)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Predicting the Price of Bitcoin Using Machine Learning (2018)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 (2009)Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)Dynamic Conditional Correlation (2002)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A novel cryptocurrency price trend forecasting model based on LightGBM (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from 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)Searching for safe-haven assets during the COVID-19 pandemic (2020)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Stock Prices and Social Dynamics (1984)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)
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References

  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,569 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,473 cited
  • 2015Oil prices, US stock return, and the dependence between their quantiles1,457 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?1,058 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2017Datestamping the Bitcoin and Ethereum Bubbles711 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 bitcoin652 cited
  • 2018Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis563 cited
  • 2015Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices389 cited
  • 2017Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets365 cited
  • 2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?

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324 cited
  • 2019Information interdependence among energy, cryptocurrency and major commodity markets303 cited
  • 2013A wavelet decomposition approach to crude oil price and exchange rate dependence254 cited
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    • 2023Fintech advancements for financial resilience: Analysing exchange rates and digital currencies during oil and financial risk47 cited
    • 2025An analysis of crypto-asset trade, enforcement, and estate planning11 cited