The dynamics of market efficiency of major cryptocurrencies
The exponential growth of Fintech innovation has increased the interest in cryptocurrency
market informational efficiency given that cryptocurrencies and their underlying blockchain …
market informational efficiency given that cryptocurrencies and their underlying blockchain …
Are clean energy markets efficient? A multifractal scaling and herding behavior analysis of clean and renewable energy markets before and during the COVID19 …
The literature lacks thorough and adequate evidence of the efficiency and herding behavior
of clean and renewable energy markets. Therefore, the key objective of this paper is to …
of clean and renewable energy markets. Therefore, the key objective of this paper is to …
[HTML][HTML] Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets?
R Belguith, YS Manzli, A Bejaoui, A Jeribi - Digital Business, 2024 - Elsevier
Given that the interconnections of NFT and DeFi digital assets with other stablecoins still not
sufficiently studied, this paper is two-fold. We first examine the dynamic conditional …
sufficiently studied, this paper is two-fold. We first examine the dynamic conditional …
Visualizing profitability: A heatmap approach to evaluate Bitcoin futures trading using VMA trading rules
Given that technical trading charts are publicly available on popular financial websites such
as Bloomberg and MarketWatch, it stands to reason that the same technical trading …
as Bloomberg and MarketWatch, it stands to reason that the same technical trading …
Can fiat currencies really hedge Pax gold? Evidence from range-based DCC models
Y Trichilli, H Kharrat… - EuroMed Journal of …, 2024 - emerald.com
Purpose This paper assesses the co-movement between Pax gold and six fiat currencies. It
also investigates the optimal time-varying hedge ratios in order to examine the properties of …
also investigates the optimal time-varying hedge ratios in order to examine the properties of …
How does price (in) efficiency influence cryptocurrency portfolios performance? The role of multifractality
EAV de Salis, L dos Santos Maciel - Quantitative Finance, 2023 - Taylor & Francis
This paper proposes a new investment strategy in the cryptocurrency market based on a two-
step procedure. The first step is the computation of the asset's levels of efficiency in an …
step procedure. The first step is the computation of the asset's levels of efficiency in an …
Assessing Bitcoin, gold and gold-backed cryptocurrencies as safe havens for energy and agricultural commodities: insights from COVID-19, Russia–Ukraine conflict …
Y Snene Manzli, A Jeribi - Journal of Financial Economic Policy, 2024 - emerald.com
Purpose This paper aims to investigate the safe haven feature of Bitcoin, gold and two gold-
backed cryptocurrencies (DGX and PAXG) against energy and agricultural commodities …
backed cryptocurrencies (DGX and PAXG) against energy and agricultural commodities …
Connectedness Between Gold-Backed Cryptocurrencies and the G7 Stock Market Indices During Global Crises: Evidence From the Quantile Vector Autoregression …
Y Snene Manzli, A Jeribi - Journal of Alternative Finance, 2024 - journals.sagepub.com
The recent global crises have heightened financial market instability, surging the need for
diversification, hedging, and safe haven assets to mitigate stock market risks. This study …
diversification, hedging, and safe haven assets to mitigate stock market risks. This study …
Dynamics of asymmetric multifractal cross-correlations between cryptocurrencies and global stock markets: Role of gold and portfolio implications
L Mei-jun, C Guang-xi - Chaos, Solitons & Fractals, 2024 - Elsevier
Understanding the risk transmission mechanism between cryptocurrencies and global stock
markets is crucial for investors' risk management strategies. This study delves into this …
markets is crucial for investors' risk management strategies. This study delves into this …
Comparative Analysis of Gold, Bitcoin and Gold-backed Cryptocurrencies as Safe Havens During Global Crises: A Focus on G7 Stock Market and Banking Sector …
In this article, we attempt to analyze and compare the safe-haven features of gold, Bitcoin
and gold-backed cryptocurrency against the stock and banking indices of G7 countries …
and gold-backed cryptocurrency against the stock and banking indices of G7 countries …