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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

U.S stock market and cryptocurrencies during the COVID-19 pandemic outbreak

Yousfi, Mohamed; Zaied, Younes Ben; Tliche, Youssef - In: Crises and Uncertainty in the Economy, (pp. 171-186). 2022

Persistent link: https://www.econbiz.de/10014226986

Cryptocurrency returns, cybercrime and stock market volatility : GAS and regime switching approaches

Sanusi, Kazeem Abimbola; Dickason Koekemoer, Zandri - In: International journal of economics and financial issues … 12 (2022) 6, pp. 52-64

Persistent link: https://www.econbiz.de/10014227215

The interconnectedness of stock indices and cryptocurrencies during the Russia-Ukraine war

Mgadmi, Nidhal; Sadraoui, Tarek; Alkaabi, Waleed; … - In: Journal of economic criminology 2 (2023), pp. 1-11

abstracts This article examines the causal relationship between stock indices and cryptocurrencies during the ongoing Russia-Ukraine war. The econometric investigation covers the period from February 24, 2022 to April 12, 2023, and focuses on seven stock market indices (S&P 500, DAX, CAC40,...

Persistent link: https://www.econbiz.de/10014517148

Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention : a multi-scale quantile regression analysis

Bossman, Ahmed; Gubareva, Mariya; Teplova, Tamara - In: Applied economics 56 (2024) 31, pp. 3698-3721

Persistent link: https://www.econbiz.de/10014528629

How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? : the case of Bitcoin

Ahmed, Walid M. A. - In: Pacific-Basin finance journal 70 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013392319

An application of a TVP-VAR extended joint connected approach to investigate dynamic spillover interrelations of cryptocurrency and stock market in Vietnam

To Trung Thanh; Le Thanh Ha; Nguyen Thi Thanh Huyen; … - In: Journal of international commerce, economics and policy 14 (2023) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10014234786

Are non-fungible token coins a good hedge against the stock market volatility?

Kumar, Anoop S.; Rao, Balaga Mohana - In: Australian economic papers 62 (2023) 4, pp. 764-772

Persistent link: https://www.econbiz.de/10014443736

Are stablecoins better safe havens or hedges against global stock markets than other assets? : comparative analysis during the COVID-19 pandemic

Feng, Jingyu; Yuan, Ying; Jiang, Mingxuan - In: International review of economics & finance : IREF 92 (2024), pp. 275-301

Persistent link: https://www.econbiz.de/10014534897

CBDC and the shadow of bank disintermediation : US stock market insights on threats and remedies

Beckmann, Lars; Debener, Jörn; Hark, Paul F.; … - In: Finance research letters 67 (2024) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10015062484