We examine whether Bitcoin can hedge global uncertainty, measured by the first principal
component of the VIXs of 14 developed and developing equity markets. After decomposing …

This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …

Cryptocurrencies have emerged as an innovative alternative investment asset class, traded
in data-rich markets by globally distributed investors. Although significant attention has been …

This paper examines the dynamic short-and long-run asymmetric interactions and causality
between real economic activity and stock and gold markets volatility shocks using both the …

Employing the new measure of the contagion effect of the COVID-19, ie the Infectious
Disease EMV Index by Baker et al.(2020) and the novel Quantile Cross-spectral (coherency) …

This study examines the impact of investor sentiment on cryptocurrency returns. We use a
direct survey-based measure that captures the investors' sentiment on Bitcoins. This direct …

Using daily price data for Bitcoin and 10 representative financial assets from the stock,
commodity, gold, foreign exchange and bond markets from 2011 to 2019, we study the tail …

This paper examines the Granger causality from Twitter-based economic uncertainty (TEU)
to three safe-haven assets–Bitcoin, gold, and US10 year Treasury notes. Using daily data …

This paper examines the safe-haven role of copper, iron, gold, silver, and energy stocks for
international equity markets during the COVID-19 pandemic. Specifically, the degree and …

We examine the predictive power of implied volatility in the commodity and major developed
stock markets for the implied volatility in individual BRICS stock markets. We use daily data …