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Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach
16 references·5 citing·38 second hop
Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach (2023)Interconnectedness between healthcare tok…Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Quantile Connectedness: Model…Common Risk Factors in Cryptocurrency (2022)Common Risk Factors in Crypto…Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany (2021)Crude oil market and stock ma…The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Extreme return connectedness …Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…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…Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (2015)Good Volatility, Bad Volatili…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…International Stock Return Comovements (2005)International Stock Return Co…Asymmetric correlations of equity portfolios (2002)Asymmetric correlations of eq…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach (2024)Dynamic spillovers between le…Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies (2024)Connectedness between healthc…On the prediction of systemic risk tolerance of cryptocurrencies (2023)On the prediction of systemic…Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling (2023)Integration between asset man…FinTech and fan tokens: Understanding the risks spillover of digital asset investment (2023)FinTech and fan tokens: Under…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Correlations in Price Changes and Volatility across International Stock Markets (1990)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)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)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Common risk factors in the returns on stocks and bonds (1993)Journal of the American Statistical Association (1995)Does the stock market value bank diversification? (2007)International Stock Return Predictability: What Is the Role of the United States? 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(2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)International Asset Allocation With Regime Shifts (2002)Market Integration and Contagion (2005)Downside Risk (2006)Determining the Number of Factors in Approximate Factor Models (2002)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)The Inefficiency of Bitcoin (2016)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2002Asymmetric correlations of equity portfolios1,530 cited
  • 2020The Unprecedented Stock Market Reaction to COVID-191,514 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2005International Stock Return Comovements860 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 2022Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks831 cited
  • 2015Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility772 cited
  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin633 cited
  • 2022Common Risk Factors in Cryptocurrency623 cited
  • 2020Extreme return connectedness and its determinants between clean/green and dirty energy investments452 cited
  • 2018

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Bitcoin as a Safe Haven: Is It Even Worth Considering?
410 cited
  • 2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany357 cited
  • Cited by

    • 2023On the prediction of systemic risk tolerance of cryptocurrencies34 cited
    • 2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies30 cited
    • 2023Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling30 cited
    • 2023FinTech and fan tokens: Understanding the risks spillover of digital asset investment29 cited
    • 2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach27 cited