A systematic literature review of volatility and risk management on cryptocurrency investment: A methodological point of view

J Almeida, TC Gonçalves - Risks, 2022 - mdpi.com
In this study, we explore the research published from 2009 to 2021 and summarize what
extant literature has contributed in the last decade to the analysis of volatility and risk …

A decade of cryptocurrency investment literature: A cluster-based systematic analysis

J Almeida, TC Gonçalves - International Journal of Financial Studies, 2023 - mdpi.com
This study aims to systematically analyze and synthesize the literature produced thus far on
cryptocurrency investment. We use a systematic review process supported by VOSviewer …

Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?

CD Mariana, IA Ekaputra, ZA Husodo - Finance research letters, 2021 - Elsevier
Utilizing the WHO COVID-19 pandemic statement, we test Bitcoin and Ethereum as safe-
havens for stocks. We find that the two largest cryptocurrencies are suitable as short-term …

[HTML][HTML] Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic

T Conlon, S Corbet, RJ McGee - Research in International Business and …, 2020 - Elsevier
The COVID-19 pandemic provided the first widespread bear market conditions since the
inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin …

Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?

M Umar, CW Su, SKA Rizvi, XF Shao - Technological Forecasting and …, 2021 - Elsevier
Bitcoin is considered to be an exclusive marvel of the Fourth Industrial Revolution, and is
one of the most sophisticated technological and financial products. It has long been a pivot …

Bitcoin as a safe haven: Is it even worth considering?

LA Smales - Finance Research Letters, 2019 - Elsevier
Research in cryptofinance has continued to consider whether Bitcoin possesses a safe
haven property as traditionally defined by its correlation with other assets during times of …

Time-varying dependence between Bitcoin and green financial assets: A comparison between pre-and post-COVID-19 periods

Y Huang, K Duan, A Urquhart - Journal of International Financial Markets …, 2023 - Elsevier
This paper studies the time-varying market linkages between Bitcoin and green assets
before and during the COVID-19 pandemic through a TVP-VAR model with stochastic …

Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios

N Antonakakis, I Chatziantoniou, D Gabauer - Journal of International …, 2019 - Elsevier
In this study, we employ a TVP-FAVAR connectedness approach in order to investigate the
transmission mechanism in the cryptocurrency market. To this end, we concentrate on the …

Crude oil price and cryptocurrencies: evidence of volatility connectedness and hedging strategy

DI Okorie, B Lin - Energy economics, 2020 - Elsevier
This paper examines the volatility connectedness between crud oil spot prices and
cryptocurrencies. Given that cryptocurrency markets are perceived as commodity markets …

Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic

R Caferra, D Vidal-Tomás - Finance Research Letters, 2021 - Elsevier
This research examines the behaviour of cryptocurrencies and stock markets during the
COVID-19 pandemic through the wavelet coherence approach and Markov switching …