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Portfolio diversification of MENA markets with cryptocurrencies: Mean-variance vs higher-order moments approach
16 references·1 citing·33 second hop
Portfolio diversification of MENA markets with cryptocurrencies: Mean-variance vs higher-order moments approach (2022)Portfolio diversification of MENA markets…The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Herding behaviour in cryptocurrencies (2018)Herding behaviour in cryptocu…Price dynamics and speculative trading in bitcoin (2017)Price dynamics and speculativ…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…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…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…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 (2009)Is Gold a Hedge or a Safe Hav…Optimal Portfolio Allocation under Higher Moments (2006)Optimal Portfolio Allocation …Portfolio Selection: Efficient Diversification of Investments. (1960)Portfolio Selection: Efficien…The Utility of Wealth (1952)The Utility of WealthMaking Informed Decisions in the Volatile Crypto Market: An Analysis of Portfolio Risk and Return (2023)Making Informed Decisions in …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)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Gold as a hedge against the dollar (2005)A power GARCH examination of the gold market (2006)Metal volatility in presence of oil and interest rate shocks (2007)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)Dynamic Conditional Correlation (2002)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Oil prices, US stock return, and the dependence between their quantiles (2015)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)Generalized autoregressive conditional heteroskedasticity (1986)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)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)Financial contagion during COVID–19 crisis (2020)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Is gold a safe haven? International evidence (2010)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Handbook of Emotions (1993)Well-being : the foundations of hedonic psychology (1999)Investor Psychology and Asset Pricing (2001)
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References

  • 2009Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,707 cited
  • 1952The Utility of Wealth1,860 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,695 cited
  • 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
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?1,058 cited
  • 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies934 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
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  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin652 cited
  • 1960Portfolio Selection: Efficient Diversification of Investments.608 cited
  • 2018Herding behaviour in cryptocurrencies547 cited
  • 2006Optimal Portfolio Allocation under Higher Moments411 cited
  • 2017Price dynamics and speculative trading in bitcoin

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335 cited
  • 2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?324 cited
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    • 2023Making Informed Decisions in the Volatile Crypto Market: An Analysis of Portfolio Risk and Return15 cited