SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain
16 references·4 citing·41 second hop
Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain (2022)Bitcoin and S&P500: Co-movements of high-…Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak (2022)Connectedness among major cry…Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Co-movement of COVID-19 and B…Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Bitcoin, gold, and commoditie…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Co-explosivity in the cryptocurrency market (2018)Co-explosivity in the cryptoc…Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets? (2018)Booms, busts and heavy-tails:…Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)Bitcoin as a Safe Haven: Is I…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Does realized skewness predict the cross-section of equity returns? (2015)Does realized skewness predic…BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)BitCoin meets Google Trends a…Autoregresive conditional volatility, skewness and kurtosis (2005)Autoregresive conditional vol…Autoregressive Conditional Skewness (1999)Autoregressive Conditional Sk…The predictive power of Bitcoin prices for the realized volatility of US stock sector returns (2023)The predictive power of Bitco…Liquidity spillovers between cryptocurrency and foreign exchange markets (2023)Liquidity spillovers between …Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach (2023)Is the cryptocurrency market …Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review (2022)Portfolio Diversification, He…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)On the inefficiency of Bitcoin (2016)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Using wavelets to decompose the time–frequency effects of monetary policy (2008)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Empirical Asset Pricing: The Cross Section of Stock Returns (2016)Do Stocks Outperform Treasury Bills? (2017)Does It Pay to Pay Attention? (2018)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)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)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Measuring Economic Policy Uncertainty* (2016)Dynamic connectedness and integration in cryptocurrency markets (2018)Herding behaviour in cryptocurrencies (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)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)Searching for safe-haven assets during the COVID-19 pandemic (2020)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic? (2020)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)COVID-19 and finance: Agendas for future research (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)The Copula-GARCH model of conditional dependencies: An international stock market application (2006)Equilibrium Underdiversification and the Preference for Skewness (2007)Ex Ante Skewness and Expected Stock Returns (2012)
this work references cited by second hop

References

  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2013BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era859 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 1999Autoregressive Conditional Skewness761 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis524 cited
  • 2015Does realized skewness predict the cross-section of equity returns?507 cited
  • 2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis476 cited
  • 2018Bitcoin as a Safe Haven: Is It Even Worth Considering?410 cited
  • 2018Co-explosivity in the cryptocurrency market369 cited
  • 2005Autoregresive conditional volatility, skewness and kurtosis216 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?192 cited
  • 2022Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak176 cited
  • Cited by

    • 2022Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review78 cited
    • 2023The predictive power of Bitcoin prices for the realized volatility of US stock sector returns33 cited
    • 2023Liquidity spillovers between cryptocurrency and foreign exchange markets31 cited
    • 2023Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach27 cited