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 …
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 …
cryptocurrency market as a risk management avenue has got the attention of researchers …
Economic policy uncertainty and carbon emission trading market: A China's perspective
This paper investigates the heterogeneous responses of the carbon emission trading price
(CETP) to different time frequencies of economic policy uncertainty (EPU) through a wavelet …
(CETP) to different time frequencies of economic policy uncertainty (EPU) through a wavelet …
Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?–New evidence from quantile coherency analysis
Employing the new measure of the contagion effect of the COVID-19, ie the Infectious
Disease EMV Index by Baker et al.(2020) and the novel Quantile Cross-spectral (coherency) …
Disease EMV Index by Baker et al.(2020) and the novel Quantile Cross-spectral (coherency) …
Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets
B Mo, J Meng, L Zheng - Resources Policy, 2022 - Elsevier
This paper analyses the time and frequency dynamics of connectedness between
cryptocurrencies and commodity sectors. It supports that cryptocurrency plays a virtual …
cryptocurrencies and commodity sectors. It supports that cryptocurrency plays a virtual …
Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis
This paper examines the quantile dependence, connectedness, and return spillovers
between gold and the price returns of leading cryptocurrencies, using quantile cross …
between gold and the price returns of leading cryptocurrencies, using quantile cross …
Herding behaviour and price convergence clubs in cryptocurrencies during bull and bear markets
This paper sets out to explore whether convergence and herding phenomena exist for digital
currencies. Daily data cover a large spectrum of cryptocurrencies in separate bull and bear …
currencies. Daily data cover a large spectrum of cryptocurrencies in separate bull and bear …
Does economic policy uncertainty affect green bond markets? Evidence from wavelet-based quantile analysis
This paper investigates the wavelet-based quantile dependence between Economic Policy
Uncertainty (EPU) and green bond markets over 2014–2021. We first determine how the …
Uncertainty (EPU) and green bond markets over 2014–2021. We first determine how the …
Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?
This paper examines the Granger causality from Twitter-based economic uncertainty (TEU)
to three safe-haven assets–Bitcoin, gold, and US10 year Treasury notes. Using daily data …
to three safe-haven assets–Bitcoin, gold, and US10 year Treasury notes. Using daily data …
[HTML][HTML] Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach
N Kyriazis, S Corbet - Energy Economics, 2024 - Elsevier
This study examines whether precious metals, industrial metals, energy and agricultural
commodities, or cryptocurrencies form trustworthy safe havens against extreme price …
commodities, or cryptocurrencies form trustworthy safe havens against extreme price …