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Do financial volatilities mitigate the risk of cryptocurrency indexes?
16 references·2 citing·50 second hop
Do financial volatilities mitigate the risk of cryptocurrency indexes? (2022)Do financial volatilities mitigate the ri…Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies (2022)Examining the interrelatednes…The cryptocurrency uncertainty index (2021)The cryptocurrency uncertaint…Tail dependence between bitcoin and green financial assets (2021)Tail dependence between bitco…Religion vs ethics: hedge and safe haven properties of Sukuk and green bonds for stock markets pre- and during COVID-19 (2021)Religion vs ethics: hedge and…The relationship between implied volatility and cryptocurrency returns (2019)The relationship between impl…What Causes the Attention of Bitcoin? (2018)What Causes the Attention of …What can explain the price, volatility and trading volume of Bitcoin? (2018)What can explain the price, v…Volatility co-movement between Bitcoin and Ether (2018)Volatility co-movement betwee…Regime changes in Bitcoin GARCH volatility dynamics (2018)Regime changes in Bitcoin GAR…Price manipulation in the Bitcoin ecosystem (2018)Price manipulation in the Bit…Conditional Tail-Risk in Cryptocurrency Markets (2018)Conditional Tail-Risk in Cryp…An application of extreme value theory to cryptocurrencies (2018)An application of extreme val…Refined Measures of Dynamic Connectedness based on TVP-VAR (2017)Refined Measures of Dynamic C…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war (2023)Interconnectivity and investm…Assessing linkages between alternative energy markets and cryptocurrencies (2023)Assessing linkages between al…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)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Simple Approximate Long-Memory Model of Realized Volatility (2008)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)The effects of markets, uncertainty and search intensity on bitcoin returns (2018)Exogenous drivers of Bitcoin and Cryptocurrency volatility – A mixed data sampling approach to forecasting (2019)Bitcoin and gold price returns: A quantile regression and NARDL analysis (2020)Correlations in Price Changes and Volatility across International Stock Markets (1990)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)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)Modeling and Forecasting Realized Volatility (2003)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Does twitter predict Bitcoin? (2018)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Return and volatility spillovers among cryptocurrencies (2018)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)CoVaR (2016)Risks and Returns of Cryptocurrency (2018)The relationship between the economic policy uncertainty and the cryptocurrency market (2019)A systematic literature review of investor behavior in the cryptocurrency markets (2023)Generalized autoregressive conditional heteroskedasticity (1986)Evaluating Interval Forecasts (1998)Modelling Volatility of Cryptocurrencies Using Markov-Switching GARCH Models (2018)Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis (2019)The volatility of Bitcoin and its role as a medium of exchange and a store of value (2021)Econometric policy evaluation: A critique (1976)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Measuring Economic Policy Uncertainty* (2016)News implied volatility and disaster concerns (2016)A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)The Effects of Central Bank Digital Currencies News on Financial Markets (2022)The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network (2022)Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds (2020)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 (2022)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2018Price manipulation in the Bitcoin ecosystem746 cited
  • 2018What Causes the Attention of Bitcoin?389 cited
  • 2018Conditional Tail-Risk in Cryptocurrency Markets384 cited
  • 2021The cryptocurrency uncertainty index310 cited
  • 2018What can explain the price, volatility and trading volume of Bitcoin?306 cited
  • 2021Tail dependence between bitcoin and green financial assets300 cited
  • 2018Regime changes in Bitcoin GARCH volatility dynamics298 cited
  • 2022Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies291 cited
  • 2018An application of extreme value theory to cryptocurrencies259 cited
  • 2018Volatility co-movement between Bitcoin and Ether219 cited
  • 2017Refined Measures of Dynamic Connectedness based on TVP-VAR218 cited
  • 2021Religion vs ethics: hedge and safe haven properties of Sukuk and green bonds for stock markets pre- and during COVID-19

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145 cited
  • 2019The relationship between implied volatility and cryptocurrency returns139 cited
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    • 2023Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war85 cited
    • 2023Assessing linkages between alternative energy markets and cryptocurrencies78 cited