[HTML][HTML] Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties
This paper examines return and volatility connectedness between Bitcoin, traditional
financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and …
financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and …
Are ESG stocks safe-haven during COVID-19?
G Rubbaniy, AA Khalid, MF Rizwan… - Studies in Economics and …, 2022 - emerald.com
Purpose The purpose of this study is to investigate safe-haven properties of environmental,
social and governance (ESG) stocks in global and emerging ESG stock markets during the …
social and governance (ESG) stocks in global and emerging ESG stock markets during the …
Gold vs bitcoin: Who can resist panic in the US?
Comparing the safe-haven property of gold and bitcoin from the perspective of panic is
significant to maximise returns for investors. The analysis utilises the TVP-SV-VAR system to …
significant to maximise returns for investors. The analysis utilises the TVP-SV-VAR system to …
Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …
investigate the volatility connectedness among 27 emerging equity markets and seven high …
[HTML][HTML] Conditional dependence structure and risk spillovers between bitcoin and fiat currencies
This paper investigates the extreme dependence and risk spillovers between Bitcoin and the
currencies of the BRICS and G7 economies. We find time-varying dependence between …
currencies of the BRICS and G7 economies. We find time-varying dependence between …
Safe-haven properties of soft commodities during times of COVID-19
We use wavelet coherence analysis on global COVID-19 fear index and, soft commodities'
spot and futures prices to investigate safe-haven properties of soft commodities over the …
spot and futures prices to investigate safe-haven properties of soft commodities over the …
Testing for asymmetric non-linear short-and long-run relationships between crypto-currencies and stock markets
Using the NARDL model for the period of pandemic COVID19, we examined the asymmetric
relationship between six crypto-currencies (Bitcoin, Litecoin, Bitcoin gold, Dash, Maker, and …
relationship between six crypto-currencies (Bitcoin, Litecoin, Bitcoin gold, Dash, Maker, and …
Time–frequency dependence and connectedness between financial technology and green assets
C Urom - International Economics, 2023 - Elsevier
This paper provides new evidence on the dynamic dependence and connectedness
between investments in Financial Technology (FinTech) and green assets across different …
between investments in Financial Technology (FinTech) and green assets across different …
Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches
We empirically examine the connectedness between the oil market and the major precious
metals (gold, silver platinum, palladium) and the base metal copper over the available …
metals (gold, silver platinum, palladium) and the base metal copper over the available …
Carbon market and the conventional and Islamic equity markets: Where lays the environmental cleanliness of their utilities, energy, and ESG sectoral stocks?
This paper compares the dependency of the conventional and the Shariah-compliant stock
markets on the carbon market in order to have a pronounced judgment about the cleaner …
markets on the carbon market in order to have a pronounced judgment about the cleaner …