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 …
Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
Using the TYDL causality test, this paper attempts (i) to investigate the existence of shift
contagion among a large spectrum of financial markets during recent stress and stress-free …
contagion among a large spectrum of financial markets during recent stress and stress-free …
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 …
Volatility dynamics of non-linear volatile time series and analysis of information flow: Evidence from cryptocurrency data
This paper aims to empirically examine long memory and bi-directional information flow
between estimated volatilities of highly volatile time series datasets of five cryptocurrencies …
between estimated volatilities of highly volatile time series datasets of five cryptocurrencies …
Can cryptocurrencies be a safe haven during the 2022 Ukraine crisis? Implications for G7 investors
M Fakhfekh, YS Manzli, A Béjaoui… - Global Business …, 2023 - journals.sagepub.com
This article attempts to assess the hedging, diversification and safe haven characteristics of
gold, Bitcoin and Tether for G7 investors during the political and health crises. For this end …
gold, Bitcoin and Tether for G7 investors during the political and health crises. For this end …
Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war
M Gaies, W Chkili - Eurasian Economic Review, 2023 - Springer
This paper examines the dynamic relationship between stock market and Bitcoin volatilities
during the recent geo-political event of the Russo-Ukrainian war. Using the ADCC–GARCH …
during the recent geo-political event of the Russo-Ukrainian war. Using the ADCC–GARCH …
Forecasting Ethereum's volatility: an expansive approach using HAR models and structural breaks
R Chen - Cogent Economics & Finance, 2024 - Taylor & Francis
Cryptocurrencies have become a popular investment option and the Ethereum has become
a mainstream cryptocurrency because of the additional functionality that can be …
a mainstream cryptocurrency because of the additional functionality that can be …
Comparative investment analysis between crypto and conventional financial assets amid heightened geopolitical risk
This empirical research study aims to investigate the asymmetric spillovers among crypto
and key financial assets such as gold, equity, bonds, and the dollar-to-ruble exchange rate …
and key financial assets such as gold, equity, bonds, and the dollar-to-ruble exchange rate …
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 …
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 …
diversification, hedging, and safe haven assets to mitigate stock market risks. This study …