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Is Bitcoin a Hedge? How Extreme Volatility Can Destroy the Hedge Property
16 references·2 citing·40 second hop
Is Bitcoin a Hedge? How Extreme Volatility Can Destroy the Hedge Property (2021)Is Bitcoin a Hedge? How Extreme Volatilit…Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…The Role of Bitcoin in Well Diversified Portfolios: A Comparative Global Study (2018)The Role of Bitcoin in Well D…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…Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Is Bitcoin a Hedge or Safe-Ha…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)Bitcoin as a Safe Haven: Is I…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…Bitcoin, gold and the US dollar – A replication and extension (2017)Bitcoin, gold and the US doll…Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)Virtual currency, tangible re…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold (2009)Is Gold a Hedge or a Safe Hav…Financial Market Contagion in the Asian Crisis (1999)Financial Market Contagion in…Pitfalls in Tests for Changes in Correlations (1997)Pitfalls in Tests for Changes…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Does the big boss of coins—Bitcoin—protect a portfolio of new-generation cryptos? Evidence from memecoins, stablecoins, NFTs and DeFi (2023)Does the big boss of coins—Bi…Cryptocurrencies against stock market risk: New insights into hedging effectiveness (2023)Cryptocurrencies against stoc…Oil prices, US stock return, and the dependence between their quantiles (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Dynamic connectedness and integration in cryptocurrency markets (2018)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)Dynamic Conditional Correlation (2002)Searching for safe-haven assets during the COVID-19 pandemic (2020)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)Long-Term Global Market Correlations (2001)Buying Beauty: On Prices and Returns in the Art Market (2012)Predicting the Price of Bitcoin Using Machine Learning (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)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)Contagious Currency Crises (1996)Financial Crises in Emerging Markets: The Lessons from 1995 (1996)Contagion and Trade: Why Are Currency Crises Regional? (1998)Financial market integration in Europe: on the effects of EMU on stock markets (2002)Empirical modelling of contagion: a review of methodologies (2005)Financial crises and stock market contagion in a multivariate time-varying asymmetric framework (2010)Judgment Under Uncertainty: Heuristics and Biases. (1984)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Is gold a safe haven? International evidence (2010)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)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)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 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
  • 2015Virtual currency, tangible return: Portfolio diversification with bitcoin704 cited
  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin633 cited
  • 1999Financial Market Contagion in the Asian Crisis594 cited
  • 2018Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis551 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
  • 2018Bitcoin as a Safe Haven: Is It Even Worth Considering?410 cited
  • 1997Pitfalls in Tests for Changes in Correlations381 cited
  • 2009Is Gold a Hedge or a Safe Haven? an Analysis of Stocks, Bonds and Gold

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356 cited
  • 2018The Role of Bitcoin in Well Diversified Portfolios: A Comparative Global Study270 cited
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    • 2023Cryptocurrencies against stock market risk: New insights into hedging effectiveness34 cited
    • 2023Does the big boss of coins—Bitcoin—protect a portfolio of new-generation cryptos? Evidence from memecoins, stablecoins, NFTs and DeFi23 cited