Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach

S Jana, TN Sahu - Economic Notes, 2023 - Wiley Online Library
This study analyses six major cryptocurrencies and four global stock markets to explore the
role of cryptocurrencies as a hedge, safe haven, and diversifier in stock markets. The study …

A wavelet analysis of investing in cryptocurrencies in the Indian stock market

S Jana, TN Sahu - International Journal of Emerging Markets, 2024 - emerald.com
Purpose This study is designed to examine the dynamic interrelationships between four
cryptocurrencies (Bitcoin, Ethereum, Dogecoin and Cardano) and the Indian equity market …

Do cryptocurrency investors in the UK need more protection?

Y Wang - Journal of Financial Regulation and Compliance, 2024 - emerald.com
Purpose The existing literature offers various perspectives on integrating cryptocurrencies
into investment portfolios; yet, there is a gap in understanding the behaviours, attitudes and …

Safe Haven Ability of Energy and Agricultural Commodities Against G7 Stock Markets and Banking Indices During COVID‐19, Russia–Ukraine War, and SVB …

Y Snene Manzli, H Alnafisah… - Discrete Dynamics in …, 2024 - Wiley Online Library
This article assesses the hedging and safe haven properties of energy and agricultural
commodities (crude oil, natural gas, and wheat) against the G7 stock market indices and …