SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications
16 references·4 citing·38 second hop
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications (2023)Extreme return and volatility connectedne…The Russia-Ukraine conflict and volatility risk of commodity markets (2022)The Russia-Ukraine conflict a…Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine (2022)Hedging Geopolitical Risks wi…The Time Variation in Risk Appetite and Uncertainty (2021)The Time Variation in Risk Ap…Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach (2021)Interest rate swaps and the t…Downside risk and the cross-section of cryptocurrency returns (2021)Downside risk and the cross-s…Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Is Gold a Hedge or a Safe-Hav…The Role of Bitcoin in Well Diversified Portfolios: A Comparative Global Study (2018)The Role of Bitcoin in Well D…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…Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis (2016)Oil prices and real estate in…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…International equity market integration: Theory, evidence and implications (2004)International equity market i…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Sailing towards sustainability: Connectedness between ESG stocks and green cryptocurrencies (2025)Sailing towards sustainabilit…Sustainability indices nexus: Green economy, ESG, environment and clean energy (2024)Sustainability indices nexus:…Connectedness at extremes between real estate tokens and real estate stocks (2024)Connectedness at extremes bet…Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks (2023)Effect of Russia–Ukraine war …Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Macroeconomics and Reality (1980)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)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)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Consumption‐based carbon emissions, renewable energy consumption, financial development and economic growth in Chile (2021)Determinants of carbon emissions in Argentina: The roles of renewable energy consumption and globalization (2021)Do renewable and nuclear energy enhance environmental quality in France? A new EKC approach with the load capacity factor (2022)Correlations in Price Changes and Volatility across International Stock Markets (1990)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)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)The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network (2022)Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies (2023)RETRACTED: Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk (2023)COVID–19 media coverage and ESG leader indices (2021)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach (2022)
this work references cited by second hop

References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 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
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?982 cited
  • 2020Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis?526 cited
  • 2021Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach524 cited
  • 2016Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis512 cited
  • 2021The Time Variation in Risk Appetite and Uncertainty476 cited
  • 2018The Role of Bitcoin in Well Diversified Portfolios: A Comparative Global Study270 cited
  • 2022The Russia-Ukraine conflict and volatility risk of commodity markets269 cited
  • 2004International equity market integration: Theory, evidence and implications252 cited
  • 2022

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

Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine
176 cited
  • 2021Downside risk and the cross-section of cryptocurrency returns145 cited
  • Cited by

    • 2023Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks61 cited
    • 2024Connectedness at extremes between real estate tokens and real estate stocks35 cited
    • 2025Sailing towards sustainability: Connectedness between ESG stocks and green cryptocurrencies34 cited
    • 2024Sustainability indices nexus: Green economy, ESG, environment and clean energy33 cited