Search
Now showing items 1-7 of 7
An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens
(
Elsevier
, 2022 , Article)
This paper analysis the dynamic of the volatility connectedness between three main categories of the cryptocurrency market (mineable coins, non-mineable coins and tokens). 2022 The Authors
On the safe-haven and hedging properties of Bitcoin: new evidence from COVID-19 pandemic
(
Emerald Publishing
, 2022 , Article)
Purpose: This study aims to investigate the safe-haven and hedging properties of Bitcoin against a wide variety of conventional assets before and during the coronavirus disease 2019 (COVID-19) pandemic. Design/methodolog ...
Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries
(
Elsevier
, 2022 , Article)
The surmounted environmental and energy challenges have motivated this study to explore the connectedness nexus between oil/renewable energy and stock markets for oil-exporting (importing) countries. We utilize the dynamic ...
What determines the dependence between stock markets - crisis or financial and economic fundamentals?
(
Routledge
, 2022 , Article)
This paper investigates the economic and financial fundamentals that determine the dynamic linkage between Qatar and a set of selected international stock markets. To this end, we used different dynamic copula constructions ...
Asymmetric determinants of Bitcoin's wild price movements
(
Emerald Publishing
, 2022 , Article)
Purpose: The present work endeavors to explore the potential nonlinear and asymmetric effects of supply fundamental properties of Bitcoin mining process (velocity, size and stock of Bitcoins, cost of production and mining ...
Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?
(
Springer
, 2022 , Article)
This paper examines the determinants of the dynamic connectedness between sovereign bond yields in a sample of G7 countries. In addition to the common macroeconomic factors, we focus on the impact of Economic Policy ...
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
(
Elsevier
, 2022 , Article)
This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness ...