This article proposes an empirical investigation, based on a cross-quantilogram analysis, to
assess the hedge, diversifier and safe haven properties of Environmental, Social and …

Despite frequent Blockchain splits stemming from Bitcoin, few studies have examined the
determinants of Bitcoin fork returns. In this paper, we investigate the relationships between …

The study investigates the dynamic interconnections and opportunities for hedging among
cryptocurrency, commodity, and Islamic stock markets using DCC-GARCH and Spillover …

This paper studies the economic value of high-frequency data in the equity-oil hedge.
Specifically, we use oil to perform a minimum variance hedge for equity indices. We find that …

This paper provides multidisciplinary insights into the dynamics of market efficiency spillover
of financial assets, considering Bitcoin, DXY (US Dollar Index), S&P 500, and crude oil in …

Purpose This study aims to identify the financial attributes of non-fungible tokens (NFTs) as
safe havens, hedges or diversifiers against traditional (stock indices, foreign exchange, gold …

The objective of this study is to examine the return interconnectedness and asymmetric
spillover effects in global commodity futures markets, with a focus on the impact of …

The notion that investors shift to gold during economic market crises remains unverified for
many cryptocurrency markets. This paper investigates the connectedness between the 10 …

Investor sentiment transmission is significantly influential over financial markets. Prior
studies do not reach a consensus about the multi-scale transmission patterns of investor …

This paper examines the effects of the COVID-19 outbreak, recent oil price fall, and both
global and European financial crises on dependence structure and asymmetric risk …