Similar Search Results

Volatility and return spillovers between stock markets and cryptocurrencies

Uzonwanne, Godfrey Chidozie - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 30-36

Persistent link: https://www.econbiz.de/10013258227

Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market : the case of Australia

Amanjot Singh - In: Economic modelling 97 (2021), pp. 45-57

Persistent link: https://www.econbiz.de/10012793297

Spillovers between cryptocurrencies, gold and stock markets : implication for hedging strategies and portfolio diversification under the COVID-19 pandemic

Lamine, Ahlem; Jeribi, Ahmed; Fakhfakh, Tarek - In: Journal of economics, finance & administrative science 29 (2024) 57, pp. 21-41

Purpose This study analyzes the static and dynamic risk spillover between US/Chinese stock markets, cryptocurrencies and gold using daily data from August 24, 2018, to January 29, 2021. This study provides practical policy implications for investors and portfolio managers....

Persistent link: https://www.econbiz.de/10014506805

Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19 : a sectorial analysis

Yousaf, Imran; Yarovaya, Larisa - In: Pacific-Basin finance journal 71 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10014513930

Return connectedness and volatility dynamics of the cryptocurrency network

Poddar, Abhishek; Misra, Arun Kumar; Mishra, Ajay Kumar - In: Finance research letters 58 (2023) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10014583135

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

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

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

nearly 61% of cryptocurrency market capitalization and covering both conventional (Bitcoin and Ethereum) and Islamic (Stellar … asymmetry in the volatility spillovers exists in the cryptocurrency market; and (iv) conventional cryptocurrencies dominate …

Persistent link: https://www.econbiz.de/10014548184

Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets

Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243

Persistent link: https://www.econbiz.de/10014232428

Spillovers between Bitcoin and Meme stocks

Li, Shi - In: Finance research letters 50 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10014239953