[HTML][HTML] Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic

T Conlon, S Corbet, RJ McGee - Research in International Business and …, 2020 - Elsevier
The COVID-19 pandemic provided the first widespread bear market conditions since the
inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin …

Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?

CD Mariana, IA Ekaputra, ZA Husodo - Finance research letters, 2021 - Elsevier
Utilizing the WHO COVID-19 pandemic statement, we test Bitcoin and Ethereum as safe-
havens for stocks. We find that the two largest cryptocurrencies are suitable as short-term …

Cryptocurrencies as hedges and safe-havens for US equity sectors

E Bouri, SJH Shahzad, D Roubaud - The Quarterly Review of Economics …, 2020 - Elsevier
We uncover the hedging and safe-haven properties of eight cryptocurrencies against down
movements in the S&P 500 and its 10 equity sectors. Evidence from the cross-quantilogram …

COVID-19 pandemic and the safe haven property of Bitcoin

ID Raheem - The Quarterly Review of Economics and Finance, 2021 - Elsevier
The commentaries in the literature point out that cryptocurrencies, particularly Bitcoin,
provide safe haven features to investors. The advent of COVID-19 pandemic offers a perfect …

Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach

A Melki, N Nefzi - Finance Research Letters, 2022 - Elsevier
The study aims to examine the hedge and safe-haven properties of three heavyweight
cryptocurrencies—Bitcoin, Ripple, and Ethereum—against the stock, commodity, and foreign …

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

D Maitra, MU Rehman, SR Dash, SH Kang - The North American Journal of …, 2022 - Elsevier
Using the five-minute interval price data of two cryptocurrencies and eight stock market
indices, we examine the risk spillover and hedging effectiveness between these two assets …

[HTML][HTML] Safe haven or risky hazard? Bitcoin during the COVID-19 bear market

T Conlon, R McGee - Finance Research Letters, 2020 - Elsevier
The Covid-19 bear market presents the first acute market losses since active trading of
Bitcoin began. This market downturn provides a timely test of the frequently expounded safe …

COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies

K Mokni, M Youssef, AN Ajmi - Research in International Business and …, 2022 - Elsevier
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 …

Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether

B Będowska-Sójka, A Kliber - The North American Journal of Economics …, 2021 - Elsevier
This paper aims to investigate the safe-haven properties of gold and two cryptocurrencies,
Bitcoin and Ether. Safe havens are the financial assets that allow investors to protect their …

[PDF][PDF] Can cryptocurrencies be a safe haven during the novel COVID-19 pandemic? Evidence from the Tunisian Stock Market

A Jeribi, YS Manzli - Journal of Research in Emerging …, 2021 - publications.ud.ac.ae
In this paper, we discuss the behavior of stock market returns in Tunisia during the COVID-
19 outbreak. Using the OLS regression, we find that Bitcoin act as a hedge and Ethereum as …