African economy. Daily time series data on four different types of cryptocurrencies (Bitcoin, Ethereum, Tether, and BMB) were …. Empirical findings suggest that stock market volatility has a positive impact on the returns of BNB, Bitcoin, and Ethereum …The study investigates the effects of stock market volatility and cybercrime on cryptocurrency returns in the South …

gold and the ASEAN+6 stock market. For most ASEAN+6 equity markets evaluated, Bitcoin and gold are not safe havens, and …This paper applies the multivariate GARCH models to investigate the role of Bitcoin as a hedge and safe haven for ASEAN …+6 stock markets compared to gold. We used daily data for the dates 2 January 2017–20 January 2023, covering the recent …

nascent but increasingly proliferating literature concerning the nexus between Bitcoin and gold is provided. The majority of … evidence reveals that Bitcoin has a long way to go before it acquires the same characteristics as the safe-haven asset of gold …. Overall, Bitcoin is found to be an efficient hedge against oil and stock market indices, but to a lesser extent than gold …

points to identify both bull and bear phases in high-frequency markets for the three largest cryptocurrencies of Bitcoin …, Ethereum, and Litecoin. We also examine the market efficiency and liquidity of the selected cryptocurrencies during these … market. Furthermore, our results indicated differences between the cryptocurrencies in terms of their liquidity during the …

In the present paper, we investigate connectedness within cryptocurrency markets as well as across the Bitcoin index … gold and Brent oil. A spill over index approach with the spectral representation of variance decomposition networks, is … employed to measure connectedness. Results show no significant spillover effects between the nascent market of cryptocurrencies …

This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices …, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility … and respond well to previous shocks. As a result, financial assets have low unconditional volatility and the lowest risk …

investigates the implications of replacing gold in an investment portfolio with bitcoin (“digital gold”). Our approach is to use … portfolio with gold to a portfolio with bitcoin. These results are robust to the inclusion of trading costs. …Bitcoin is an exciting new financial product that may be useful for inclusion in investment portfolios. This paper …

found in asset returns distributions, and long-memory found in volatility. Multifractal scaling cannot be assumed, it should … apply this method to test for multifractal scaling across several financial time series including Bitcoin. We observe that … multifractal scaling cannot be ruled out for Bitcoin or the Nasdaq Composite Index, both technology driven assets. …

This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more … that search intensity increases the volatility of Bitcoin returns more in the post period than it does in the pre period …

This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019 …. The paper´s motivation is based upon the idea that bitcoin can be similar to gold in terms of its hedging properties and … can be used for hedging for different assets. Moreover, although it is more metaphorical, bitcoin is also accepted because …