Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse

Finance research letters, Journal Year: 2023, Volume and Issue: 58, P. 104352 - 104352

Published: Aug. 23, 2023

Language: Английский

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A high-frequency data dive into SVB collapse

Finance research letters, Journal Year: 2023, Volume and Issue: 59, P. 104823 - 104823

Published: Dec. 5, 2023

Language: Английский

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Reputational contagion from the Silicon Valley Bank debacle

Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 69, P. 102275 - 102275

Published: Feb. 10, 2024

Based on event study method, we observe that due to Silicon Valley Bank (SVB) collapse, US and European banks experience negative returns, while Chinese remain relatively less affected. Our results also show assets like oil, gold, cryptocurrencies exhibit positive suggesting investors may seek refuge in these perceived safe havens. Additionally, our findings the SVB's financial distress has a detrimental effect stocks of banking companies Europe, whereas it impact technology regions. highlight importance proactive risk management regulatory interventions, as demonstrated by regulator's approach. Moreover, be heed returns safe-haven during periods distress. Diversifying portfolios include can prudent strategy. Furthermore, regulators must consider stricter framework counteract contagion ensure system stability case future bank collapse such SVB debacle. While offers valuable insights into effects distress, acknowledge potential limitation which is robust capturing immediate market reactions, present challenge comprehensively assessing long-term implications.

Language: Английский

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The Beneficial Role of Silicon Valley's Technological Innovations and Venture Capital in Strengthening Global Financial Markets

International journal of modern achievement in science, engineering and technology., Journal Year: 2024, Volume and Issue: 1(3), P. 9 - 17

Published: Aug. 30, 2024

This research explores the substantial influence of Silicon Valley's technology environment on worldwide financial markets. It looks at how developments and venture capital improve market efficiency, boost economic growth, help to stabilize world institutions. The results highlight importance firms in not just providing vital financing but also strategically selecting growing entrepreneurs include into a larger network. increase productivity different industries is thanks groundbreaking advancements artificial intelligence microprocessor Valley. These progressions have improved operational effectiveness greatly encouraged emergence fresh Indoor air quality challenges emphasize need for innovation building design. (Ashayeri, M., Piri, S., & Abbasabadi, N, 2024). Dimensionality reduction multimodal deep learning enhances accuracy reduces computational costs, critical efficient AI applications. (M Bodaghi, M Hosseini, R Gottumukkala, 2024) Valley, prime example innovation, still showcases its significant impact shaping present environments as it continues prosper. Despite fact that total quantity money invested various countries throughout globe always growing, this case. accomplishments area may serve model other regions are interested promoting growth via deployment cutting-edge creative investment methods. places can learn from region's successes.

Language: Английский

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Public attention, sentiment and the default of Silicon Valley Bank

The North American Journal of Economics and Finance, Journal Year: 2023, Volume and Issue: 69, P. 102026 - 102026

Published: Oct. 26, 2023

Language: Английский

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Grey preference for analyzing the influence of externality within the graph model for conflict resolution

Expert Systems with Applications, Journal Year: 2024, Volume and Issue: 249, P. 123736 - 123736

Published: March 22, 2024

Language: Английский

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Integrating Clean Energy, Water Conservation, and Esg-Focused Funds for Climate-Resilient Investment Strategies

Published: Jan. 1, 2025

Language: Английский

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On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models

PLoS ONE, Journal Year: 2025, Volume and Issue: 20(2), P. e0317735 - e0317735

Published: Feb. 10, 2025

This paper investigates the diversification, hedging, and safe-haven capabilities of Bitcoin gold against blue economy green finance assets using three different MGARCH models (DCC, ADCC, GO-GARCH) during adverse events such as COVID-19 health crisis 2022 Russia-Ukraine conflict. Blue assets, which refer to sectors that sustainably utilize ocean resources, are a key focus alongside assets. The findings reveal crises, demonstrates robust characteristics, particularly like BJLE OCEN. Conversely, exhibits pronounced properties specific FAN. GO-GARCH model highlights gold’s strong diversification roles, especially BJLE. Bitcoin, on other hand, is more effective diversifier for PIO. Moreover, consistently outperforms DCC ADCC in terms hedging effectiveness, showing preferred instrument GNR TAN, while results underscore distinct roles portfolio management strategies, offering insights investors navigating market uncertainties context sustainable investments.

Language: Английский

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A Catering Perspective of the Banking Sector Markets: Evidence from a Cross-Country Analysis

Scientific Annals of Economics and Business, Journal Year: 2025, Volume and Issue: 72(1), P. 125 - 144

Published: March 19, 2025

In this paper, we attempt to analyze and better apprehend the nature, structure dynamics of connections between bank stock indices different countries in G7 BRIC regions during outbreak tremendous events. For end, apply bi- multi-variate wavelet method on banking sector period 1/1/2016 4/28/2023. The empirical findings show that indices’ comovement US other markets tends change both short- long-term depend region/country. Such are highly affected by events (crisis/pandemic). particular, impact SVB collapse such seems be dissimilar among regions. could have insightful information for investors portfolio managers call stronger emphasis suitable regulatory environment.

Language: Английский

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Assessing Bitcoin, gold and gold-backed cryptocurrencies as safe havens for energy and agricultural commodities: insights from COVID-19, Russia–Ukraine conflict and SVB collapse

Journal of Financial Economic Policy, Journal Year: 2024, Volume and Issue: 16(5), P. 656 - 689

Published: May 30, 2024

Purpose This paper aims to investigate the safe haven feature of Bitcoin, gold and two gold-backed cryptocurrencies (DGX PAXG) against energy agricultural commodities (crude oil, natural gas wheat) during COVID-19 pandemic, Russia–Ukraine conflict Silicon Valley Bank (SVB) collapse. Design/methodology/approach The authors use threshold GARCH (T-GARCH)-asymmetric dynamic conditional correlation (ADCC) model evaluate asymmetric between return series compare diversifying, hedging safe-haven ability financial swings in commodity market outbreak, Russian–Ukrainian military SVB also calculate ratios (HR) effectiveness index (HE). finally wavelet coherence (WC) approach check our results’ robustness further impact three crises on relationship commodities. Findings results show that PAXG serves as a strong instrument while gold, Bitcoin DGX act diversifiers normal times. During crises, outperforms diversifier Gold-backed exhibit performance havens. HR indicate are more cost-effective for risk mitigation than PAXG. In terms effectiveness, emerge best instruments commodities, is considered worst one. shows superior oil compared wheat risks. Moreover, WC confirm those T-GARCH-ADCC both short long run. Originality/value provides comprehensive analysis diversification different (the collapse). By taking into consideration cryptocurrencies, expand understanding havens beyond conventional assets.

Language: Английский

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