COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies
This study examines the role of the top-5 cryptocurrencies and gold as a hedge and safe
haven against the economic policy uncertainty (EPU) before and during the ongoing COVID …
haven against the economic policy uncertainty (EPU) before and during the ongoing COVID …
Determination of drivers for investing in cryptocurrencies through a fuzzy full consistency method-Bonferroni (FUCOM-F'B) framework
A Böyükaslan, F Ecer - Technology in society, 2021 - Elsevier
Cryptocurrencies have brought many innovations and discussions to economic life. Digital
assets, which are very popular by investors, are frequently used for many purposes such as …
assets, which are very popular by investors, are frequently used for many purposes such as …
Does geopolitical risk matter for corporate investment? Evidence from emerging countries in Asia
This paper examines the effect of geopolitical risk on corporate investment in emerging
Asian countries. Using an extensive sample spanning 1995–2018, we find that geopolitical …
Asian countries. Using an extensive sample spanning 1995–2018, we find that geopolitical …
Regime specific spillover across cryptocurrencies and the role of COVID-19
The aim of this study is to examine the daily return spillover among 18 cryptocurrencies
under low and high volatility regimes, while considering three pricing factors and the effect of …
under low and high volatility regimes, while considering three pricing factors and the effect of …
When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic
This paper examines the dynamic spillovers among the major cryptocurrencies under
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …
Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach
M Kannadhasan, D Das - Finance Research Letters, 2020 - Elsevier
We compare and contrast the impact of Economic Policy Uncertainty (EPU) and Geopolitical
Risk (GPR) related shocks on the Asian emerging stock markets by resorting to the quantile …
Risk (GPR) related shocks on the Asian emerging stock markets by resorting to the quantile …
Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures
Using daily data from August 9, 2015, to July 7, 2020, this study examines the effects of
economic policy uncertainty (EPU) on the returns of four cryptocurrencies: Bitcoin, Ethereum …
economic policy uncertainty (EPU) on the returns of four cryptocurrencies: Bitcoin, Ethereum …
Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar
In this article, we examine the hedging and safe-haven properties of Bitcoin against crude oil
implied volatility (OVX) and structural shocks using a dummy variable GARCH and quantile …
implied volatility (OVX) and structural shocks using a dummy variable GARCH and quantile …
Asymmetric connectedness between cryptocurrency environment attention index and green assets
Given the recent evolution of green bonds as hedging tool on the face of climate change and
green energy transitions, as well as cryptocurrencies' popularity as portfolio diversifier, prior …
green energy transitions, as well as cryptocurrencies' popularity as portfolio diversifier, prior …
How does geopolitical risk affect carbon emissions?: An empirical study from the perspective of mineral resources extraction in OECD countries
T Ding, H Li, R Tan, X Zhao - Resources Policy, 2023 - Elsevier
Faced with the severe climate change situation, the major economies of the world have
gradually developed carbon reduction strategies to combat climate change. Mineral …
gradually developed carbon reduction strategies to combat climate change. Mineral …