Narrow search
Showing 1 - 10 of 91,853
Cover Image
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
Cover Image
Co-Bubble transmission across clean and dirty cryptocurrencies : network and portfolio analysis
Chen, Yan; Zhang, Lei; Bouri, Elie - In: Journal of international money and finance 145 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014551411
Cover Image
The diversification benefits of cryptocurrency asset categories and estimation risk : pre and post Covid-19
Huang, Xinyu; Han, Weihao; Newton, David P.; … - In: The European journal of finance 29 (2023) 7, pp. 800-825
Persistent link: https://www.econbiz.de/10014322556
Cover Image
Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?
Kyriazis, Nikolaos A.; Papadamou, Stephanos; Tzeremes, … - In: Economic modelling 128 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014464312
Cover Image
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 … markets, particularly during the COVID-19 pandemic. In addition, cryptocurrencies and gold markets are net receivers of risk … that the mix of Bitcoin (or Ethereum), gold and equities could offer diversification opportunities for US and Chinese …
Persistent link: https://www.econbiz.de/10014506805
Cover Image
Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19
Li, Zijian; Meng, Qiaoyu - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013413351
Cover Image
Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations
Malek, Jiri; Nguyen, Duc Khuong; Sensoy, Ahmet; Quang … - In: Finance research letters 55 (2023) 1, pp. 1-11
Persistent link: https://www.econbiz.de/10014472966
Cover Image
The accuracy of risk measurement models on bitcoin market during COVID-19 pandemic
Likitratchoaroen, Danai; Kronprasert, Nopadon; … - In: Risks : open access journal 9 (2021) 12, pp. 1-16
. Cryptocurrency, such as Bitcoin, has become a new currency tool for speculators and investors, and it is expected to be used in … future exchanges. Therefore, this paper uses a Value at Risk (VaR) model to measure the risk of investment in Bitcoin. In …
Persistent link: https://www.econbiz.de/10012794186
Cover Image
Bitcoin and altcoins price dependency : resilience and portfolio allocation in COVID-19 outbreak
Aysan, Ahmet Faruk; Khan, Asad ul Islam; Topuz, Humeyra - In: Risks : open access journal 9 (2021) 4, pp. 1-13
market in the presence and absence of the COVID-19 pandemic. The nine chosen cryptocurrencies are Bitcoin, Ethereum, Ripple …The main aim of this article is to examine the inter-relationships among the top cryptocurrencies on the crypto stock … the period from 13 September 2017 to 21 September 2020. All of the cryptocurrencies are integrated of order 1 i.e., I(1 …
Persistent link: https://www.econbiz.de/10012508728
Cover Image
Economic policy uncertainty and cryptocurrency market as a risk management avenue : a systematic review
Ul Haq, Inzamam; Maneengam, Apichit; Chupradit, Supat; … - In: Risks : open access journal 9 (2021) 9, pp. 1-24
discovers that cryptocurrencies have mixed connectedness patterns with all national EPU therefore, the risk mitigation ability …
Persistent link: https://www.econbiz.de/10012632009