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Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network
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Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network (2024)Volatility contagion between cryptocurren…The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Bitcoin, gold, and commoditie…The Role of Bitcoin in Well Diversified Portfolios: A Comparative Global Study (2018)The Role of Bitcoin in Well D…Spillovers between Bitcoin and other assets during bear and bull markets (2018)Spillovers between Bitcoin an…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Is Bitcoin a Hedge or Safe-Ha…Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2018)Does global economic uncertai…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Bitcoin, gold and the US dollar – A replication and extension (2017)Bitcoin, gold and the US doll…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 …Virtual currency, tangible return: Portfolio diversification with bitcoin (2015)Virtual currency, tangible re…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…The more contagion effect on emerging markets: The evidence of DCC-GARCH model (2012)The more contagion effect on …Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…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)Using wavelets to decompose the time–frequency effects of monetary policy (2008)On the inefficiency of Bitcoin (2016)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)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 (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)Correlations in Price Changes and Volatility across International Stock Markets (1990)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Generalized autoregressive conditional heteroskedasticity (1986)Searching for safe-haven assets during the COVID-19 pandemic (2020)COMMON STOCKS AS A HEDGE AGAINST INFLATION (1976)Long-Term Global Market Correlations (2001)Buying Beauty: On Prices and Returns in the Art Market (2012)Predicting the Price of Bitcoin Using Machine Learning (2018)Bitcoin as a Safe Haven: Is It Even Worth Considering? (2018)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)
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References

  • 2002Dynamic Conditional Correlation7,126 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
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
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  • 2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis524 cited
  • 2017Bitcoin, gold and the US dollar – A replication and extension518 cited
  • 2018Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?318 cited
  • 2018Spillovers between Bitcoin and other assets during bear and bull markets308 cited

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  • 2012The more contagion effect on emerging markets: The evidence of DCC-GARCH model278 cited
  • 2018The Role of Bitcoin in Well Diversified Portfolios: A Comparative Global Study270 cited
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