Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics: A systematic literature review
Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …
Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak
The cryptocurrency markets are perceived as being dominated by Bitcoin leading the overall
system dynamics. Although the previous empirical evidence points towards strong …
system dynamics. Although the previous empirical evidence points towards strong …
Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data
Using 5-minute high-frequency data, we study realized volatility spillovers in major
cryptocurrencies, employing generalized forecast error variance decomposition. We also …
cryptocurrencies, employing generalized forecast error variance decomposition. We also …
Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse
S Ali, F Moussa, M Youssef - Finance Research Letters, 2023 - Elsevier
Abstract The collapse of Silicon Valley Bank (SVB), a tech industry bank, has shaken the
global financial markets, including cryptocurrencies; therefore, this study intends to …
global financial markets, including cryptocurrencies; therefore, this study intends to …
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
The paper examines how various COVID-19 news sentiments differentially impact the
behaviour of cryptocurrency returns. We used a nonlinear technique of transfer entropy to …
behaviour of cryptocurrency returns. We used a nonlinear technique of transfer entropy to …
Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 …
Analyzing comovements and connectedness is critical for providing significant implications
for crypto-portfolio risk management. However, most existing research focuses on the lower …
for crypto-portfolio risk management. However, most existing research focuses on the lower …
Are ESG indexes a safe-haven or hedging asset? Evidence from the COVID-19 pandemic in China
Are ESG indexes a safe-haven or hedging asset? Evidence from the COVID-19 pandemic in
China | Emerald Insight Books and journals Case studies Expert Briefings Open Access …
China | Emerald Insight Books and journals Case studies Expert Briefings Open Access …
Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA
This paper focuses on the price determinants of gold, and on the challenges associated with
gold's safe haven property. Specifically, it analyses the interlinkages and the return spillover …
gold's safe haven property. Specifically, it analyses the interlinkages and the return spillover …
Can cryptocurrency solve the problem of financial constraint in corporates? A literature review and theoretical perspective
J Symss - Qualitative Research in Financial Markets, 2023 - emerald.com
Purpose This paper aims to attempt to examine some of the unique features of
cryptocurrency and the reasons for its growing market acceptability. Given the expanding …
cryptocurrency and the reasons for its growing market acceptability. Given the expanding …
Exchange rate volatility connectedness during Covid-19 outbreak: DECO-GARCH and Transfer Entropy approaches
Motivated by the severe impacts of the Covid 19 outbreak on the global trade and capital
flows, which can shift the forex market structure, this paper aims to examine the …
flows, which can shift the forex market structure, this paper aims to examine the …