Multiscale characteristics of the emerging global cryptocurrency market

M Wątorek, S Drożdż, J Kwapień, L Minati… - Physics Reports, 2021 - Elsevier
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

Economic policy uncertainty and cryptocurrency market as a risk management avenue: A systematic review

IU Haq, A Maneengam, S Chupradit, W Suksatan… - Risks, 2021 - mdpi.com
Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the
cryptocurrency market as a risk management avenue has got the attention of researchers …

Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication

I Yousaf, L Yarovaya - Global Finance Journal, 2022 - Elsevier
The paper examines the return and volatility transmission between NFTs, Defi assets, and
other assets (oil, gold, Bitcoin, and S&P 500) using the TVP-VAR framework. The results …

[HTML][HTML] A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies

B Ren, B Lucey - Energy Economics, 2022 - Elsevier
Is clean energy a safe haven for cryptocurrencies, or vice versa? In this paper, we
investigate the hedge and safe haven property of a wide range of clean energy indices …

[HTML][HTML] Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic

T Conlon, S Corbet, RJ McGee - Research in International Business and …, 2020 - Elsevier
The COVID-19 pandemic provided the first widespread bear market conditions since the
inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin …

Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?

M Umar, CW Su, SKA Rizvi, XF Shao - Technological Forecasting and …, 2021 - Elsevier
Bitcoin is considered to be an exclusive marvel of the Fourth Industrial Revolution, and is
one of the most sophisticated technological and financial products. It has long been a pivot …

Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market

N Iqbal, Z Fareed, G Wan, F Shahzad - International Review of Financial …, 2021 - Elsevier
In the wake of recent pandemic of COVID-19, we explore its unprecedented impact on the
cryptocurrencies' market. Specifically, we check how the changing intensity of the COVID-19 …

Bitcoin: An inflation hedge but not a safe haven

S Choi, J Shin - Finance Research Letters, 2022 - Elsevier
During the recent COVID-19 pandemic, many commonalities shared by Bitcoin and gold
raise the question of whether Bitcoin can hedge inflation or provide a safe haven as gold …

The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach

I Yousaf, L Pham, JW Goodell - Journal of International Financial Markets …, 2023 - Elsevier
The recent influence of the meme stock and meme token phenomena have raised new
challenges for investors and policymakers. We examine the quantile connectedness …

Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

DY Aharon, Z Umar, XV Vo - Financial Innovation, 2021 - Springer
This study examines the connectedness between the US yield curve components (ie, level,
slope, and curvature), exchange rates, and the historical volatility of the exchange rates of …