[HTML][HTML] The impact of Covid-19 and Russia–Ukraine war on the financial asset volatility: Evidence from equity, cryptocurrency and alternative assets
This study investigates the volatility and external shock persistence within the financial and
alternative assets markets during times of crises triggered by Covid-19 and the war in …
alternative assets markets during times of crises triggered by Covid-19 and the war in …
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
This study uses time-frequency analysis to examine directional connectedness between US
sector equity ETFs, oil, gold, stock market, and uncertainty factors over the short and long …
sector equity ETFs, oil, gold, stock market, and uncertainty factors over the short and long …
Nexus between Southeast Asian stock markets, bitcoin and gold: spillover effect before and during the COVID-19 pandemic
Y Kakinuma - Journal of Asia Business Studies, 2022 - emerald.com
Purpose This study aims to provide empirical evidence on the return and volatility spillover
effects between Southeast Asian stock markets, bitcoin and gold in the periods before and …
effects between Southeast Asian stock markets, bitcoin and gold in the periods before and …
Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries
This study addresses whether gold exhibits the function of a hedge or safe haven as often
referred to in academia. It contributes to the existing literature by (i) revisiting this question …
referred to in academia. It contributes to the existing literature by (i) revisiting this question …
Identifying the role of gold on sustainable investment in Indonesia: The dcc-garch approach
This research investigated the performance of a dynamic portfolio that consists of
sustainable/ethical stocks and gold. The main purpose of this study is to prove that the …
sustainable/ethical stocks and gold. The main purpose of this study is to prove that the …
The effect of hashrate, transaction volume, social media and macroeconomics on Bitcoin before and during the COVID-19 pandemic
Y Sun, C Amanda, BC Centana - Asian Journal of Accounting …, 2023 - emerald.com
Purpose This research aims to determine the factors that affected Bitcoin price return in the
period before and during the COVID-19 pandemic. Design/methodology/approach The …
period before and during the COVID-19 pandemic. Design/methodology/approach The …
Analysing financial market integration between stock and precious metals indices
Á Manuel, R Dias, R Galvão… - International Journal of …, 2024 - econjournals.net.tr
Given the global pandemic in 2020 and the Russian invasion of Ukraine in 2022, there is
renewed interest in understanding the integration between the Dow Jones (United States) …
renewed interest in understanding the integration between the Dow Jones (United States) …
Features of different asset types and extreme risk transmission during the COVID-19 crisis
IC Tsai - Financial Innovation, 2024 - Springer
Unlike the current extensive literature, which discusses which assets can avoid the risks
caused by the COVID-19 pandemic, this study examines whether the characteristics of …
caused by the COVID-19 pandemic, this study examines whether the characteristics of …
Net Transmitter of Stock Market Volatility and Safe Haven for Portfolio Investors in the Asian Dragons
The return and volatility spillover effects on Asian Dragons were investigated in this study.
Yahoo Finance provided the monthly statistics (from August 1997 to December 2020). This …
Yahoo Finance provided the monthly statistics (from August 1997 to December 2020). This …
[PDF][PDF] Identifying the role of gold on sustainable investment in Indonesia: The DCC-GARCH approach. Economies, 9 (3), 1–14
R Robiyanto, BA Nugroho, AD Huruta, B Frensidy… - 2021 - academia.edu
This research investigated the performance of a dynamic portfolio that consists of
sustainable/ethical stocks and gold. The main purpose of this study is to prove that the …
sustainable/ethical stocks and gold. The main purpose of this study is to prove that the …