Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics: a systematic literature review

J Almeida, TC Gonçalves - Journal of Risk and Financial Management, 2022 - mdpi.com
Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …

Economic policy uncertainty and cryptocurrency market as a risk management avenue: A systematic review

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 …

What do we know about cryptocurrency? Past, present, future

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 …

Linkages between stock and cryptocurrency markets during the COVID-19 outbreak: An intraday analysis

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 …

[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 …

A decade of cryptocurrency investment literature: A cluster-based systematic analysis

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 …

Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?

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 …

Cryptocurrencies and portfolio diversification in an emerging market

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 …

The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19

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 …

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 …