Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …

Portfolio diversification (PD) is attracting increasing attention, as it is becoming more difficult
to optimize portfolios due to growing financial markets integration. To highlight the evolution …

This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and
stock market during the COVID-19 pandemic via time-varying parameter vector …

This paper explored the connectedness of dynamic time-frequency between
cryptocurrencies and traditional financial assets in China using a weekly dataset from …

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 …

This paper investigates the influence of climate change news on China's major assets:
stocks, exchange rates, treasury bonds and green bonds. Using 1.4 million articles from …

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 …

This paper applies the DCC-FIGARCH model to investigate the role of Bitcoin as a hedge
and safe haven for Islamic stock markets in comparison with gold. We use daily data for the …

This paper investigates the volatility of daily returns on the Romanian stock market between
January 2020 and April 2021. Volatility is analyzed by means of the representative index for …

We shed light on the role of Economic Policy Uncertainty (EPU) and Cryptocurrency
Uncertainty (UCRY) indices in forecasting Bitcoin volatility. The empirical results of in …