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Directional predictability and volatility spillover effect from stock market indexes to Bitcoin: evidence from developed and emerging markets
16 references·0 citing·31 second hopsampled
Directional predictability and volatility spillover effect from stock market indexes to Bitcoin: evidence from developed and emerging markets (2023)Directional predictability and volatility…Tail dependence between bitcoin and green financial assets (2021)Tail dependence between bitco…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…Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Bitcoin, gold, and commoditie…Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Are cryptocurrencies a safe h…Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic? (2020)Are Bitcoin and Ethereum safe…Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Safe haven, hedge and diversi…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Cryptocurrencies and stock market indices. Are they related? (2019)Cryptocurrencies and stock ma…Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis (2018)Long- and Short-Term Cryptocu…Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Bitcoin a hedge, a safe ha…Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)Bitcoin as a Safe Haven: Is I…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…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 …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)The Inefficiency of Bitcoin (2016)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)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 (2009)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)A test for independence based on the correlation dimension (1996)Measuring Uncertainty (2015)Measuring Economic Policy Uncertainty* (2016)A novel cryptocurrency price trend forecasting model based on LightGBM (2018)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Blockchain technology for bridging trust, traceability and transparency in circular supply chain (2021)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)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)Multiscale characteristics of the emerging global cryptocurrency market (2020)The volatility of Bitcoin and its role as a medium of exchange and a store of value (2021)Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets (2021)
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References

  • 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
  • 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
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic603 cited
  • 2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold526 cited
  • 2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis524 cited
  • 2019Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin516 cited
  • 2018Bitcoin as a Safe Haven: Is It Even Worth Considering?410 cited
  • 2020Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?370 cited
  • 2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?324 cited
  • 2019Cryptocurrencies and stock market indices. Are they related?

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322 cited
  • 2018Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis320 cited
  • 2021Tail dependence between bitcoin and green financial assets306 cited
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