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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
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Volatility spillovers among G7, E7 stock markets and cryptocurrencies
Aydoğan, Berna; Vardar, Gülin; Taçoğlu, Caner - In: Journal of economic and administrative sciences 40 (2024) 2, pp. 364-387
Persistent link: https://www.econbiz.de/10014632207
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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 … between stock returns and Bitcoin returns in both directions. Therefore, the dynamics of Bitcoin returns significantly … statistically significant for both periods, as shown by the findings of the return and volatility spillovers between the returns of …
Persistent link: https://www.econbiz.de/10014305903
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Volatility interdependence between cryptocurrencies, equity, and bond markets
Harb, Etienne; Bassil, Charbel; Kassamany, Talie; Baz, … - In: Computational economics 63 (2024) 3, pp. 951-981
Persistent link: https://www.econbiz.de/10014546233
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Asymmetric connectedness between conventional and Islamic cryptocurrencies : evidence from good and bad volatility spillovers
Bouri, Elie; Asl, Mahdi Ghaemi; Darehshiri, Sahar; … - In: Financial innovation : FIN 10 (2024), pp. 1-26
This paper examines the dynamics of the asymmetric volatility spillovers across four major cryptocurrencies comprising … nearly 61% of cryptocurrency market capitalization and covering both conventional (Bitcoin and Ethereum) and Islamic (Stellar … bad spillovers are time-varying; (ii) bad volatility spillovers are more pronounced than good spillovers; (iii) a strong …
Persistent link: https://www.econbiz.de/10014548184
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Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict : evidence from the ASEAN+6
Surachai Chancharat; Parichat Sinlapates - In: Finance research letters 57 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014526667
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The impact of Covid-19 and Russia-Ukraine war on the financial asset volatility : evidence from equity, cryptocurrency and alternative assets
Taera, Edosa Getachew; Setiawan, Budi; Saleem, Adil; … - In: Journal of open innovation : technology, market, and … 9 (2023) 3, pp. 1-15
experienced an increase in volatility, except Bitcoin, across all observation periods. Islamic stock and ESG indexes exhibited …
Persistent link: https://www.econbiz.de/10014504731
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Isolated islands or communicating vessels? : bitcoin price and volume spillovers across cryptocurrency platforms
Kliber, Agata; Włosik, Katarzyna - In: Finance a úvěr 69 (2019) 4, pp. 324-341
Persistent link: https://www.econbiz.de/10012137444
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Examining the spillover effects of volatile oil prices on Iran's stock market using wavelet-based multivariate GARCH model
Mamipour, Siab; Yazdani, Sanaz; Sepehri, Elmira - In: Journal of economics and finance : JEF 46 (2022) 4, pp. 785-801
Persistent link: https://www.econbiz.de/10013442234
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The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets : evidence from the pre- and post-COVID-19 periods
Tarchella, Salma; Khalfaoui, Rabeh; Hammoudeh, Shawkat - In: Research in international business and finance 67 (2024) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10014451553