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Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
16 references·2 citing·40 second hopsampled
Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics (2022)Roles of stable versus nonstable cryptocu…Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)Volatility connectedness in t…Return and volatility spillovers among cryptocurrencies (2018)Return and volatility spillov…Dynamic connectedness and integration in cryptocurrency markets (2018)Dynamic connectedness and int…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 –…Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)Bitcoin as a Safe Haven: Is I…Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets (2017)Virtual relationships: Short-…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…Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? (2017)Bitcoin for energy commoditie…Negative bubbles and shocks in cryptocurrency markets (2016)Negative bubbles and shocks i…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (2003)ASYMPTOTIC THEORY FOR A VECTO…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach (2023)Is the cryptocurrency market …Digital Money Options for the BRICS (2023)Digital Money Options for the…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)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)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)Financial contagion during COVID–19 crisis (2020)Generalized autoregressive conditional heteroskedasticity (1986)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (2004)Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Correlations in Price Changes and Volatility across International Stock Markets (1990)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Oil prices, US stock return, and the dependence between their quantiles (2015)Measuring Economic Policy Uncertainty* (2016)Herding behaviour in cryptocurrencies (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Stock markets and the COVID-19 fractal contagion effects (2020)Quantile connectedness in the cryptocurrency market (2021)Cryptocurrency trading: a comprehensive survey (2022)Macroeconomics and Reality (1980)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Stock Prices and Social Dynamics (1984)Searching for safe-haven assets during the COVID-19 pandemic (2020)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL887 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • 2018Dynamic connectedness and integration in cryptocurrency markets627 cited
  • 2016Negative bubbles and shocks in cryptocurrency markets508 cited
  • 2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?436 cited
  • 2018Bitcoin as a Safe Haven: Is It Even Worth Considering?410 cited
  • 2017Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets365 cited

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  • 2018Return and volatility spillovers among cryptocurrencies330 cited
  • 2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?324 cited
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    • 2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach27 cited
    • 2023Digital Money Options for the BRICS13 cited