The dynamics of market efficiency of major cryptocurrencies

F Aslam, BA Memon, AI Hunjra, E Bouri - Global Finance Journal, 2023 - Elsevier
The exponential growth of Fintech innovation has increased the interest in cryptocurrency
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 …

BA Memon, F Aslam, S Asadova, P Ferreira - Heliyon, 2023 - cell.com
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 …

[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 …

Visualizing profitability: A heatmap approach to evaluate Bitcoin futures trading using VMA trading rules

MY Day, Y Ni, C Hsu, P Huang - Heliyon, 2023 - cell.com
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 …

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 …

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 …

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 …

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 …

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 …

Comparative Analysis of Gold, Bitcoin and Gold-backed Cryptocurrencies as Safe Havens During Global Crises: A Focus on G7 Stock Market and Banking Sector …

H Gökgöz, M Afjal, A Bejaoui… - Global Business …, 2024 - journals.sagepub.com
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 …