IU Haq, A Maneengam, S Chupradit, W Suksatan… - Risks, 2021 - mdpi.com
Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the cryptocurrency market as a risk management avenue has got the attention of researchers …
MS Hossain - China Finance Review International, 2021 - emerald.com
Purpose The authors make a fundamental initial effort to conduct a systematic review analysis on “cryptocurrency,” mainly to analyze the way it has been changing the …
I Yousaf, S Ali - The Singapore Economic Review, 2021 - World Scientific
This study explores the return and volatility spillovers between S&P 500 and cryptocurrencies [Litecoin (LTC), Bitcoin (BTC) and Ethereum (ETH)] during the pre-COVID …
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 …
J Almeida, TC Gonçalves - International Journal of Financial Studies, 2023 - mdpi.com
This study aims to systematically analyze and synthesize the literature produced thus far on cryptocurrency investment. We use a systematic review process supported by VOSviewer …
GJ Wang, X Ma, H Wu - Research in International Business and Finance, 2020 - Elsevier
We study the diversifier, hedge, and safe haven properties of stablecoins against traditional cryptocurrencies. Using the DCC-GARCH model and dummy variable regression, we …
L Letho, G Chelwa, AL Alhassan - China Finance Review International, 2022 - emerald.com
Purpose This paper examines the effect of cryptocurrencies on the portfolio risk-adjusted returns of traditional and alternative investments within an emerging market economy …
X Huang, W Han, D Newton, E Platanakis… - … European Journal of …, 2023 - Taylor & Francis
We examine the diversification benefits of cryptocurrency asset categories. To mitigate the effects of estimation risk, we employ the Bayes-Stein model with no short-selling and …
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 …