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Volatility spillovers and correlation between cryptocurrencies and Asian equity market
Malhotra, Nidhi; Gupta, Saumya - In: International journal of economics and financial issues … 9 (2019) 6, pp. 208-215
Persistent link: https://www.econbiz.de/10012151119
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Co-movement of cryptocurrencies and African stock returns : a multiresolution analysis
Kumah, Seyram Pearl; Mensah, Jones Odei; Amanamah, … - In: Cogent business & management 9 (2022) 1, pp. 1-29
-movement between the asset markets at medium and lower frequencies implying that stock markets in Africa are highly exposed to … cryptocurrency market disruptions from the medium term and that international investors seeking to hedge their price risk in African … (lag) effects are time-varying and heterogeneous showing no particular cryptocurrency or stock market as leader or follower …
Persistent link: https://www.econbiz.de/10014439784
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Information interdependence among energy, cryptocurrency and major commodity markets
Ji, Qiang; Bouri, Elie; Roubaud, David; Krištoufek, … - In: Energy economics 81 (2019), pp. 1042-1055
Persistent link: https://www.econbiz.de/10012173059
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Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.; Bharadwaj, Lakshya - In: Applied economics letters 30 (2023) 20, pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
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Dynamic connectedness and integration in cryptocurrency markets
Ji, Qiang; Bouri, Elie; Lau, Chi Keung; Roubaud, David - In: International review of financial analysis 63 (2019), pp. 257-272
Persistent link: https://www.econbiz.de/10012207461
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Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets
Papadamou, Stephanos; Kyriazis, Nikolaos A.; Tzeremes, … - In: Journal of behavioral and experimental finance 30 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012814565
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Price co-movements in decentralized financial markets
Park, Seongwan; Lee, Seungju; Lee, Yunyoung; Ko, Hyungjin; … - In: Applied economics letters 30 (2023) 21, pp. 3075-3082
Persistent link: https://www.econbiz.de/10014441906
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Risk spillovers between Bitcoin and ASEAN+6 Stock markets before and after COVID-19 outbreak : a comparative analysis with gold
Parichat Sinlapates; Tanit Sriwong; Surachai Chancharat - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-17
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 COVID-19 pandemic. The empirical findings provide...
Persistent link: https://www.econbiz.de/10014305903
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Inter-markets volatility spillover in U.S. bitcoin and financial markets
Qarni, Muhammad Owais; Gulzar, Saqib; Fatima, Syeda Tamkeen - In: Journal of business economics and management 20 (2019) 4, pp. 694-714
presence of low level of integration and contagion between U.S. Bitcoin and financial markets. Asymmetric nature of volatility …
Persistent link: https://www.econbiz.de/10012175787
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Asymmetric volatility spillovers between Bitcoin, oil, and global stocks in economic uncertainty
Surachai Chancharat; Parichat Sinlapates - In: International journal of monetary economics and finance … 17 (2024) 2/3, pp. 238-246
Persistent link: https://www.econbiz.de/10015066145