cryptocurrencies' returns. By analysing bitcoin, ripple, and ethereum daily data we establish evidence of strong dependencies among … analysed cryptocurrencies. This paper provides new insights about cryptocurrency behaviour and the main measures of risk and … possibilities for arbitrage opportunities. Findings could be beneficial for investors and policymakers as well as for scientific …

Given the skyrocketing returns earned by bitcoin, it has received widespread attention as an investment asset. The … of bitcoin as a wealth protection asset, a role that gold has played until now. The current paper tests the hedging and … safe haven properties of bitcoin in a broad portfolio of both developed and emerging markets stocks, bonds and real estate …

Bitcoin, Ethereum, and Litecoin along the time and frequency dimensions of monthly data from 1 March 2016 to 05/31/2022. Based … on the ARDL model, results show that the volume of transactions of Bitcoin, Ethereum, and Litecoin, oil prices, and gold …, results from the Wavelet Granger causality tests show no causality between the raw series of Bitcoin, Ethereum, and Litecoin …

This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major … results show that Bitcoin acts as a hedge for investors in most of the developing countries such as Brazil, Russia, India and … South Korea, but only as a diversifier for investors in developed countries and for commodities. Moreover, Bitcoin acts as a …

market in the presence and absence of the COVID-19 pandemic. The nine chosen cryptocurrencies are Bitcoin, Ethereum, Ripple …). There is strong evidence of a long-run relationship between Bitcoin and altcoins irrespective of whether it is pre … consider Bitcoin and altcoins jointly as they give sustainability and resilience in the long run against the geopolitical risks …