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Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic
16 references·10 citing·41 second hop
Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic (2022)Do cryptocurrencies provide better hedgin…The Unprecedented Stock Market Impact of COVID-19 (2020)The Unprecedented Stock Marke…The impact of COVID-19 on emerging stock markets (2020)The impact of COVID-19 on eme…The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Stock markets’ reaction to CO…Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…Predicting stock returns in the presence of COVID-19 pandemic: The role of health news (2020)Predicting stock returns in t…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Co-movement of COVID-19 and B…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Cryptocurrencies and stock market indices. Are they related? (2019)Cryptocurrencies and stock ma…Oil volatility, oil and gas firms and portfolio diversification (2018)Oil volatility, oil and gas f…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method (2016)Modeling systemic risk and de…CoVaR (2011)CoVaRModeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication (2024)Dynamic spillover between gre…Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies (2024)Connectedness between healthc…The impact of fundamental factors and sentiments on the valuation of cryptocurrencies (2023)The impact of fundamental fac…Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets (2023)Tail spillover effects betwee…Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability (2023)Navigating the storm: Time-fr…Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach (2023)Is the cryptocurrency market …Cryptocurrencies against stock market risk: New insights into hedging effectiveness (2023)Cryptocurrencies against stoc…Can diversification be improved by using cryptocurrencies? Evidence from Indian equity market (2023)Can diversification be improv…Are green cryptocurrencies really green? New evidence from wavelet analysis (2023)Are green cryptocurrencies re…Investment in Virtual Digital Assets Vis-A-Vis Equity Stock and Commodity: A Post-Covid Volatility Analysis (2022)Investment in Virtual Digital…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)Multivariate Simultaneous Generalized ARCH (1995)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)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)Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)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)COVID-19 and the march 2020 stock market crash. Evidence from S&P1500 (2020)Feverish Stock Price Reactions to COVID-19* (2020)Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic Conditional Correlation (2002)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)COVID-19 and finance: Agendas for future research (2020)Cultures and Organizations: Software of the Mind. (1993)Econometric Analysis of Cross Section and Panel Data (2001)COVID-19 and stock market volatility: An industry level analysis (2020)COVID-19 and the United States financial markets’ volatility (2020)Econometric Analysis of Panel Data (2021)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Testing for unit roots in heterogeneous panels (2003)The socio-economic implications of the coronavirus pandemic (COVID-19): A review (2020)Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? (2021)The economics of COVID-19 pandemic: A survey (2021)Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga (2022)
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References

  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • 2020Stock markets’ reaction to COVID-19: Cases or fatalities?1,253 cited
  • 2020Financial contagion during COVID–19 crisis937 cited
  • 2020The Unprecedented Stock Market Impact of COVID-19903 cited
  • 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies880 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2020The impact of COVID-19 on emerging stock markets675 cited
  • 2011CoVaR546 cited
  • 2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis476 cited
  • 2016Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method348 cited
  • 2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news326 cited
  • 2018Oil volatility, oil and gas firms and portfolio diversification

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315 cited
  • 2019Cryptocurrencies and stock market indices. Are they related?289 cited
  • Cited by

    • 2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets100 cited
    • 2023Are green cryptocurrencies really green? New evidence from wavelet analysis60 cited
    • 2022Investment in Virtual Digital Assets Vis-A-Vis Equity Stock and Commodity: A Post-Covid Volatility Analysis37 cited
    • 2023Cryptocurrencies against stock market risk: New insights into hedging effectiveness34 cited
    • 2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies30 cited
    • 2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach27 cited
    • 2023Can diversification be improved by using cryptocurrencies? Evidence from Indian equity market27 cited
    • 2024Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication25 cited
    • 2023The impact of fundamental factors and sentiments on the valuation of cryptocurrencies22 cited
    • 2023Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability20 cited