[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 …
Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …
investigate the volatility connectedness among 27 emerging equity markets and seven high …
COVID-19 and cryptocurrency market: Evidence from quantile connectedness
This study quantifies the spillover effects among seven cryptocurrencies to explore the
spillover characteristics of seven cryptocurrencies, namely, Bitcoin, Ethereum, Ripple …
spillover characteristics of seven cryptocurrencies, namely, Bitcoin, Ethereum, Ripple …
Are bitcoin and gold a safe haven during COVID-19 and the 2022 Russia–Ukraine war?
IE Kayral, A Jeribi, S Loukil - Journal of Risk and Financial Management, 2023 - mdpi.com
Our investigation strives to unearth the best portfolio hedging strategy for the G7 stock
indices through Bitcoin and gold using daily data relevant to the period 2 January 2016 to 5 …
indices through Bitcoin and gold using daily data relevant to the period 2 January 2016 to 5 …
Testing for asymmetric non-linear short-and long-run relationships between crypto-currencies and stock markets
Using the NARDL model for the period of pandemic COVID19, we examined the asymmetric
relationship between six crypto-currencies (Bitcoin, Litecoin, Bitcoin gold, Dash, Maker, and …
relationship between six crypto-currencies (Bitcoin, Litecoin, Bitcoin gold, Dash, Maker, and …
Can diversification be improved by using cryptocurrencies? Evidence from Indian equity market
Purpose This study aims to investigate the possibilities of cryptocurrencies as hedges and
diversifiers in the Indian stock market before and during financial crisis due to the pandemic …
diversifiers in the Indian stock market before and during financial crisis due to the pandemic …
Volatility dynamics of the Tunisian stock market before and during the COVID‐19 outbreak: Evidence from the GARCH family models
M Fakhfekh, A Jeribi… - International Journal of …, 2023 - Wiley Online Library
The aim of this article is to choose the appropriate GARCH model to analyse the volatility
dynamics of the Tunisian sectorial stock market indices during the COVID‐19 outbreak …
dynamics of the Tunisian sectorial stock market indices during the COVID‐19 outbreak …
COVID-19 and Islamic stock index: Evidence of market behavior and volatility persistence
The aftermath of the COVID-19 pandemic is not limited to human lives and health sectors. It
has also changed social and economic aspects of the world. This study investigated the …
has also changed social and economic aspects of the world. This study investigated the …
Energy markets responds to Covid-19 pandemic
SA Amamou, SA Bargaoui - Resources Policy, 2022 - Elsevier
This paper aims to detect the sensitivity of the Oil market to different Covid-19 outbreak
periods. To test its haven propriety, and its sensitivity to the study phase, our research …
periods. To test its haven propriety, and its sensitivity to the study phase, our research …
Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach
This study analyses six major cryptocurrencies and four global stock markets to explore the
role of cryptocurrencies as a hedge, safe haven, and diversifier in stock markets. The study …
role of cryptocurrencies as a hedge, safe haven, and diversifier in stock markets. The study …