[HTML][HTML] 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 …
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …
[HTML][HTML] Covid-19 pandemic, asset prices, risks, and their convergence: A survey of Islamic and G7 stock market, and alternative assets
Abstract The coronavirus (Covid-19) pandemic created a shock not only for the health-care
industry but also the global economy and finances. The pandemic also caused an increase …
industry but also the global economy and finances. The pandemic also caused an increase …
Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?
This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and
stock market during the COVID-19 pandemic via time-varying parameter vector …
stock market during the COVID-19 pandemic via time-varying parameter vector …
The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?
We compare the performance of safe-haven assets during the Global Financial Crisis (GFC)
and COVID-19 pandemic. First, regarding the GFC, we find, intermediate (weak) safe haven …
and COVID-19 pandemic. First, regarding the GFC, we find, intermediate (weak) safe haven …
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 …
Gold, bonds, and epidemics: a safe haven study
The COVID-19 pandemic raised the question whether gold and sovereign bonds are a safe
haven during epidemics. We study the effectiveness as safe haven during the epidemics …
haven during epidemics. We study the effectiveness as safe haven during the epidemics …
[HTML][HTML] Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis
A Bejaoui, W Frikha, A Jeribi, AF Bariviera - Physica A: Statistical …, 2023 - Elsevier
This paper examines the dynamic connectedness between Gulf countries and BRICS stocks
markets with a sample of cryptocurrencies, as well as two newly developed digital assets …
markets with a sample of cryptocurrencies, as well as two newly developed digital assets …
Multi‐Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID‐19 Pandemic
Owing to the adverse impact of the COVID‐19 pandemic on world economies, it is expected
that information flows between commodities and uncertainties have been transformed …
that information flows between commodities and uncertainties have been transformed …
Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries
SY Choi - Finance Research Letters, 2022 - Elsevier
This study conducted partial and multiple wavelet coherence analysis to investigate the
impact of geopolitical risks (GPR) on the volatility of stock indices in North-East Asian …
impact of geopolitical risks (GPR) on the volatility of stock indices in North-East Asian …
Impact of geo-political risk on stocks, oil, and gold returns during GFC, COVID-19, and Russian–Ukraine War
The study uses wavelet power spectrum and wavelet coherence transformation
methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold …
methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold …