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Revisiting the cryptocurrencies role in stock markets: ADCC-GARCH and Wavelet Coherence
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Revisiting the cryptocurrencies role in stock markets: ADCC-GARCH and Wavelet Coherence (2023)Revisiting the cryptocurrencies role in s…The impact of the Ukraine–Russia war on world stock market returns (2022)The impact of the Ukraine–Rus…Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Are cryptocurrencies a safe h…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors (2019)Investigating the dynamic rel…Cryptocurrencies and stock market indices. Are they related? (2019)Cryptocurrencies and stock ma…Liquidity and market efficiency in cryptocurrencies (2018)Liquidity and market efficien…Herding behaviour in cryptocurrencies (2018)Herding behaviour in cryptocu…Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)Dynamic linkages among oil pr…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Hedging emerging market stock…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Using wavelets to decompose the time–frequency effects of monetary policy (2008)On the inefficiency of Bitcoin (2016)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)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)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)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Measuring Economic Policy Uncertainty* (2016)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 (2020)Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Judgment Under Uncertainty: Heuristics and Biases. (1984)Advances in prospect theory: Cumulative representation of uncertainty (1992)Is gold a safe haven? International evidence (2010)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Sentiment and stock prices: The case of aviation disasters (2009)Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach (2022)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective (2022)Econometric Analysis of Cross Section and Panel Data (2001)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
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  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
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  • 2015Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH547 cited
  • 2018Herding behaviour in cryptocurrencies536 cited
  • 2016Dynamic linkages among oil price, gold price, exchange rate, and stock market in India367 cited
  • 2018Liquidity and market efficiency in cryptocurrencies

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360 cited
  • 2019Cryptocurrencies and stock market indices. Are they related?289 cited
  • 2019Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors262 cited
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