Hedge and safe-haven properties of Cryptocurrencies: evidence in east asia-5 market DOI Creative Commons

Chiang-Ching Tan,

Pick-Soon Ling,

Siew-Ling Sim

et al.

Cogent Economics & Finance, Journal Year: 2023, Volume and Issue: 11(1)

Published: March 5, 2023

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Language: Английский

Extreme connectedness between NFTs and US equity market: A sectoral analysis DOI Creative Commons
Shoaib Ali, Muhammad Umar, Mariya Gubareva

et al.

International Review of Economics & Finance, Journal Year: 2024, Volume and Issue: 91, P. 299 - 315

Published: Jan. 18, 2024

This study examines the returns connectedness between NFTs and US sector stock markets. For this purpose, we use recently developed technique of quantile-based regression to explore dependence structure under various conditions. Our results support view that sectoral markets is characterized by asymmetry heterogeneity in extreme conditions compared median quantile mean-based approach. Under normal conditions, all except ENJ are net recipients return spillover from markets, whereas, financial, consumer staple, industrial stocks major transmitters system. However, observe at both tails, as act transmitter (recipient) higher(lower) quantiles. confirms asymmetric structure. We also compute static optimal weights hedge ratios using TVP-VAR model for stocks/NFTs portfolios show investors portfolio managers may consider including their holdings achieve diversification benefits.

Language: Английский

Citations

21
Sailing Towards Sustainability: Connectedness between ESG stocks and Green Cryptocurrencies DOI Creative Commons
Samar S. Alharbi, Muhammad Naveed, Shoaib Ali

et al.

International Review of Economics & Finance, Journal Year: 2025, Volume and Issue: unknown, P. 103848 - 103848

Published: Jan. 1, 2025

Language: Английский

Citations

3
Are green cryptocurrencies really green? New evidence from wavelet analysis DOI
Afzol Husain, Kwang‐Jing Yii, Chien‐Chiang Lee

et al.

Journal of Cleaner Production, Journal Year: 2023, Volume and Issue: 417, P. 137985 - 137985

Published: July 8, 2023

Language: Английский

Citations

30
Assessing connectedness of transportation cryptocurrencies and transportation stocks: Evidence from wavelet quantile correlation DOI
Ritesh Patel, John W. Goodell, Muhammad Zubair Chishti

et al.

Finance research letters, Journal Year: 2023, Volume and Issue: 58, P. 104504 - 104504

Published: Sept. 23, 2023

Language: Английский

Citations

25
The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war DOI Creative Commons
Muneer Shaik, Mustafa Raza Rabbani, Mohd Atif

et al.

PLoS ONE, Journal Year: 2024, Volume and Issue: 19(2), P. e0286963 - e0286963

Published: Feb. 15, 2024

We investigate the dynamic volatility connectedness of geopolitical risk, stocks, bonds, bitcoin, gold, and oil from January 2018 to April 2022 in this study. look at connectivity during Pre-COVID, COVID, Russian-Ukraine war subsamples. During COVID-19 periods, we find that conventional, Islamic, sustainable stock indices are net transmitters, whereas US GPR, oil, bitcoin receivers. war, commodity index (DJCI) shifted being a recipient transmitter volatility. Furthermore, discover bilateral intercorrelations strong within (DJWI, DJIM, DJSI) but weak across all other financial assets. Our study has important implications for policymakers, regulators, investors, market participants who want improve their existing strategies avoiding losses.

Language: Английский

Citations

15
Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach DOI
Imran Yousaf, Ata Assaf, Ender Demir

et al.

Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 69, P. 102238 - 102238

Published: Jan. 21, 2024

Language: Английский

Citations

14
Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors DOI
Imran Yousaf, Rami Zeitun, Shoaib Ali

et al.

Finance research letters, Journal Year: 2024, Volume and Issue: 62, P. 105221 - 105221

Published: March 11, 2024

Language: Английский

Citations

12
Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis DOI
Imran Yousaf, Muhammad Ijaz, Muhammad Umar

et al.

Energy Economics, Journal Year: 2024, Volume and Issue: 133, P. 107490 - 107490

Published: March 20, 2024

Language: Английский

Citations

11
Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling DOI
Imran Yousaf, Yasir Riaz, John W. Goodell

et al.

Finance research letters, Journal Year: 2023, Volume and Issue: 57, P. 104276 - 104276

Published: July 26, 2023

Language: Английский

Citations

21
Metaverse tokens or metaverse stocks – Who’s the boss? DOI
David Y. Aharon, Ilan Alon,

Oleg Vakhromov

et al.

Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 69, P. 102259 - 102259

Published: Feb. 5, 2024

Language: Английский

Citations

8