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When you need them, they are not there : hedge capacities of cryptocurrencies disappear in downtrend markets

Bossmann, Ahmed; Gubareva, Mariya; Agyei, Samuel Kwaku; … - In: Financial innovation : FIN 10 (2024), pp. 1-38

We provide empirical evidence supporting the economic reasoning behind the impossibility of diversifcation benefts and the hedge attributes of cryptocurrencies remaining in force during the downside trends observed in bearish fnancial markets. We employ a spillover connectedness model driven by...

Persistent link: https://www.econbiz.de/10014548107

Gold and US sectoral stocks during COVID-19 pandemic

Salisu, Afees A.; Xuan Vinh Vo; Lucey, Brian M. - In: Research in international business and finance 57 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013332999

Are clean energy markets hedges for stock markets? : a tail quantile connectedness regression

Ziadat, Salem Adel; Mensi, Walid; Al Kharusi, Sami; … - In: Energy economics 136 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10015046934

Reputational contagion from the Silicon Valley Bank debacle

Ali, Shoaib; Naveed, Muhammad; Gubareva, Mariya; Xuan … - In: Research in international business and finance 69 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015052811