Results 1 to 10 of about 30,303 (159)
Dynamic Linkage between Bitcoin and Traditional Financial Assets: A Comparative Analysis of Different Time Frequencies [PDF]
Entropy, 2022 This study employs the ADCC-GARCH approach to investigate the dynamic correlation between bitcoin and 14 major financial assets in different time-frequency dimensions over the period 2013–2021, for which the risk diversification, hedging and safe-haven ...
Panpan Wang, Xiaoxing Liu, Sixu Wu
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Can Bitcoin be a diversifier, hedge or safe haven tool?
Cogent Economics and Finance, 2019 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 paper employs the GARCH Dynamic Conditional Correlation (DCC) model.
Khine Kyaw
exaly +2 more sources
Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 [PDF]
Energy Policy, 2022 Muhammad Arif +2 more
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Using US Stock Sectors to Diversify, Hedge, and Provide Safe Havens for NFT Coins
Risks, 2023 This paper explores risk management strategies for investments in Nonfungible Token (NFT) coins through their diversification within the S&P 500 industry sectors. Given the significant decline in NFT coin values in 2022, understanding these strategies is
Perry Sadorsky, Irene Henriques
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Identifying the Role of Gold on Sustainable Investment in Indonesia: The DCC-GARCH Approach
Economies, 2021 This research investigated the performance of a dynamic portfolio that consists of sustainable/ethical stocks and gold. The main purpose of this study is to prove that the inclusion of gold in sustainable/ethical stocks portfolios could produce better ...
Robiyanto Robiyanto +4 more
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Risks, 2021 Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the cryptocurrency market as a risk management avenue has got the attention of researchers. However, it is an immature asset class and requires gaps in current literature
Inzamam Ul Haq +4 more
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Risks, 2022 This study investigates the co-movements between the Solactive Electric Vehicle and Future Mobility Index (EVFMI) and multiple rare earth elements (REEs). We applied a TVP-VAR model and bivariate wavelet coherence approach to capture co-movements both in
Inzamam Ul Haq +3 more
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International Journal of Financial Studies, 2021 Economic policy uncertainty and particularly COVID-19 has stimulated the need to investigate alternative avenues for policy risk management. In this context, this study examines the dynamic association among economic policy uncertainty, green bonds ...
Inzamam Ul Haq +2 more
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Economics and Business Review, 2022 The paper employs a threshold regression framework conditioned by two COVID-19 related proxies, to investigate whether Bitcoin and Ether exhibit short-term safe haven or diversifier features for stock and bond markets.
Barbu Teodora Cristina +2 more
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Стратегические решения и риск-менеджмент, 2023 The rapid technological revolution, the shortening of the life cycle of many products, the spread of the principles of ‘universal connectivity’ in industry are forcing manufacturers to develop new business models that reduce the time to market products ...
A. V. Trachuk, N. V. Linder
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