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 …

Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict

AB Amar, M Bouattour, M Bellalah, S Goutte - Finance Research Letters, 2023 - Elsevier
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 …

Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach

S Jana, TN Sahu - Economic Notes, 2023 - Wiley Online Library
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 …

Volatility dynamics of non-linear volatile time series and analysis of information flow: Evidence from cryptocurrency data

M Sheraz, S Dedu, V Preda - Entropy, 2022 - mdpi.com
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 …

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 …

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 …

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 …

Comparative investment analysis between crypto and conventional financial assets amid heightened geopolitical risk

M Ullah, K Sohag, H Haddad - Heliyon, 2024 - cell.com
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 …

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 …

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 …