Multiscale characteristics of the emerging global cryptocurrency market
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …
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 …
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
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 …
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
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 …
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
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 …
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?
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 …
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
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 …
cryptocurrencies' market. Specifically, we check how the changing intensity of the COVID-19 …
Bitcoin: An inflation hedge but not a safe haven
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 …
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
The recent influence of the meme stock and meme token phenomena have raised new
challenges for investors and policymakers. We examine the quantile connectedness …
challenges for investors and policymakers. We examine the quantile connectedness …
Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies
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 …
slope, and curvature), exchange rates, and the historical volatility of the exchange rates of …