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Hedging the extreme risk of cryptocurrency
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Hedging the extreme risk of cryptocurrency (2022)Hedging the extreme risk of cryptocurrencySafe 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…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…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…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Downside Risk (2006)Downside RiskApproximately normal tests for equal predictive accuracy in nested models (2006)Approximately normal tests fo…Trading Volume and Cross‐Autocorrelations in Stock Returns (2000)Trading Volume and Cross‐Auto…Conditional Skewness in Asset Pricing Tests (2000)Conditional Skewness in Asset…Autoregressive Conditional Skewness (1999)Autoregressive Conditional Sk…Investment Analysis and the Adjustment of Stock Prices to Common Information (1993)Investment Analysis and the A…Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Loss Aversion in Riskless Cho…Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach (2024)Dependence structure between …Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework (2023)Risk characteristics and conn…Predictability of crypto returns: The impact of trading behavior (2023)Predictability of crypto retu…Forecasting and backtesting systemic risk in the cryptocurrency market (2023)Forecasting and backtesting s…Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)A Theory of Fairness, Competition, and Cooperation (1999)Time Discounting and Time Preference: A Critical Review (2002)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)The Cross‐Section of Volatility and Expected Returns (2006)Introductory Econometrics for Finance (2008)… and the Cross-Section of Expected Returns (2015)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Comparing Predictive Accuracy (1994)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Presidential Address: Discount Rates (2011)Empirical Asset Pricing via Machine Learning (2020)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)Measuring Geopolitical Risk (2022)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)The Inefficiency of Bitcoin (2016)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Macroeconomic Forecasting Using Diffusion Indexes (2002)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Policy Uncertainty and Corporate Investment (2015)Prospect Theory: An Analysis of Decision under Risk (1979)Common risk factors in the returns on stocks and bonds (1993)Carry Trades and Global Foreign Exchange Volatility (2012)Tail Risk and Asset Prices (2014)Replicating Anomalies (2018)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)
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References

  • 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model6,428 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 2000Conditional Skewness in Asset Pricing Tests2,837 cited
  • 2006Approximately normal tests for equal predictive accuracy in nested models2,513 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2006Downside Risk1,039 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?982 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 1999Autoregressive Conditional Skewness761 cited
  • 2000Trading Volume and Cross‐Autocorrelations in Stock Returns721 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited

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  • 1993Investment Analysis and the Adjustment of Stock Prices to Common Information640 cited
  • Cited by

    • 2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach21 cited
    • 2023Forecasting and backtesting systemic risk in the cryptocurrency market19 cited
    • 2023Predictability of crypto returns: The impact of trading behavior18 cited
    • 2023Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework18 cited