Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis

E Bouri, SJH Shahzad, D Roubaud, L Kristoufek… - The Quarterly Review of …, 2020 - Elsevier
In this study, we compare the safe-haven properties of Bitcoin, gold, and the commodity
index against world, developed, emerging, USA, and Chinese stock market indices for the …

Is Bitcoin a better safe-haven investment than gold and commodities?

SJH Shahzad, E Bouri, D Roubaud, L Kristoufek… - International Review of …, 2019 - Elsevier
This paper addresses the timely question of whether Bitcoin exhibits a safe-haven property
for stock market investments during extreme market conditions and whether such a property …

Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin

SJH Shahzad, E Bouri, D Roubaud, L Kristoufek - Economic Modelling, 2020 - Elsevier
We compare gold and Bitcoin for the G7 stock markets, finding that gold and Bitcoin have
distinct safe haven and hedging characteristics. Gold is an undisputable safe haven and …

[PDF][PDF] Does Bitcoin follow the hypothesis of efficient market

B Jakub - International Journal of Economic Sciences, 2015 - Citeseer
Bitcoin has emerged as phenomenon of the financial markets as the currency without any
central authority. Recent events of Bitcoin has risen question about its behavior and there is …

Understanding cryptocurrency volatility: The role of oil market shocks

L Yin, J Nie, L Han - International Review of Economics & Finance, 2021 - Elsevier
This study employs the generalized autoregressive conditional heteroscedasticity-mixed
data sample framework to examine the role of oil market shocks in determining the long-term …

Cryptocurrency market: Behavioral finance perspective

BY Al-Mansour - The Journal of Asian Finance, Economics and …, 2020 - koreascience.kr
The cryptocurrency market has received immense consideration in media and academia
since the beginning of 2013 because of its huge price fluctuation. This study focuses on …

[HTML][HTML] The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis

A Díaz, C Esparcia, R López - Economic Analysis and Policy, 2022 - Elsevier
This paper examines the diversification role of socially responsible investments (SRI) during
the COVID-19 pandemic. To assess the contribution to risk diversification and improved …

[PDF][PDF] Emergence of Bitcoin as an Investment Alternative: A Systematic Review and Research Agenda.

GD Sharma, M Jain, M Mahendru… - … Journal of Business …, 2019 - researchgate.net
Although Bitcoin has experienced immense popularity and growth since its inception, it has
been essentially ignored by researchers because of its volatile and highly speculative …

Modelling and predicting the Bitcoin volatility using GARCH models

VY Naimy, MR Hayek - International Journal of …, 2018 - inderscienceonline.com
This paper is the first to forecast the volatility of the Bitcoin/USD exchange rate. It assesses
and compares the predictive ability of the generalised autoregressive conditional …

[PDF][PDF] Near zero bitcoin transaction fees cannot last forever

K Kaşkaloğlu - SDIWC, The International Conference on Digital …, 2014 - academia.edu
Under Bitcoin protocol and payment scheme, anyone can send any amount of bitcoins that
he owns to anywhere in the world via internet, near instantly for near zero fees. While the …