Similar Search Results

Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets

Hanif, Waqas; Areola Hernandez, Jose; Troster, Victor; … - In: Pacific-Basin finance journal 74 (2022), pp. 1-30

Persistent link: https://www.econbiz.de/10013389474

Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic

Maitra, Debasish; Ur Rehman, Mobeen; Dash, Saumya Ranjan; … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013539022

Asymmetric dynamic spillover effect between cryptocurrency and China's financial market : evidence from TVP-VAR based connectedness approach

Cao, Guangxi; Xie, Wenhao - In: Finance research letters 49 (2022), pp. 1-10

Persistent link: https://www.econbiz.de/10013478628

The effect of COVID-19 on cryptocurrencies and the stock market volatility : a two-stage DCC-EGARCH model analysis

Ampountolas, Apostolos - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-17

reports negative risk results for the entire cryptocurrency portfolio during the pandemic, except for the Ethereum (ETH). …

Persistent link: https://www.econbiz.de/10014295230

Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty : evidence from the quantile vector autoregression network

Khalfaoui, Rabeh; Hammoudeh, Shawkat; Rehman, Mohd Ziaur - In: Emerging markets review 54 (2023), pp. 1-41

Persistent link: https://www.econbiz.de/10014337165

Nonlinear Dependence and Spillovers between Cryptocurrency and Global/Regional Equity Markets

Hanif, Waqas; Arreola Hernández, José; Troster, Victor; … - 2023

In this paper, we investigate the nonlinear dependence dynamics among eight cryptocurrencies (Monero, Bitcoin, Dash, Litecoin, Stellar, XRP, Ethereum, and Nem) by applying time-varying copulas. We also examine the upside and downside spillovers between cryptocurrencies and equity markets by a...

Persistent link: https://www.econbiz.de/10014351315

Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets

Ugolini, Andrea; Reboredo, Juan Carlos; Mensi, Walid - In: Finance research letters 53 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014472526

Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks

Yousaf, Imran; Goodell, John W. - In: Finance research letters 54 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014472731

Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus

BenMabrouk, Houda; Sassi, Syrine; Soltane, Feriel; … - In: International review of financial analysis 91 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014446921

The resilience of Shariah-compliant investments : probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets

Ali, Shoaib; Naveed, Muhammad; Hanif, Hasan; Gubareva, … - In: International review of financial analysis 91 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014447051