The COVID-19 pandemic has caused an unprecedented human and health crisis. The
measures taken to contain the damage caused a global economic slowdown. Investors face …

This study assesses the roles of Bitcoin as a hedge, a safe haven and/or a diversifier against
extreme oil price movements, in comparison to the corresponding roles of gold. We use a …

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 …

In this paper, we investigate the stochastic properties of six major cryptocurrencies and their
bilateral linkages with six stock market indices using fractional integration techniques. From …

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 …

This research explores the effects of adding bitcoin to an optimal portfolio (naïve, long-only,
semi-constrained with and without bitcoin shorting) by relying on the mean-CVaR approach …

We study the relationship between Bitcoin and commodities by assessing the ability of
Bitcoin to act as a diversifier, hedge, or safe haven against daily movements in commodities …

Many papers in recent years have examined the benefits of adding alternative assets to
traditional portfolios containing stocks and bonds. Bitcoin has emerged as a new alternative …

The green bond market has seen a rapid growth world widely in recent years. This paper
explores the role of green bonds in asset allocation using the dynamic R-vine copula-based …

This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for
investors in major developed and developing markets, as well as for commodities. This …