1. Can gold hedge against uncertainty in the cryptocurrency and energy markets?. (2025). Shao, Xuefeng ; Qin, Meng ; Su, Chi Wei ; Hu, Chengming.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:214:y:2025:i:c:s0040162525000812.

   Full description at Econpapers || Download paper

2. Unveiling time-frequency linkages among diverse cryptocurrency classes and climate change concerns. (2025). Bakry, Walid ; Ul, Inzamam ; Naeem, Muhammad Abubakr ; Huo, Chunhui.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002278.

   Full description at Econpapers || Download paper

3. Analyzing financial market reactions to the Palestine-Israel conflict: An event study perspective. (2025). Ali, Shoaib ; Khurram, Mahrukh ; Du, Anna Min ; Ijaz, Muhammad Shahzad.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000279.

   Full description at Econpapers || Download paper

1. Aharon, D.Y. ; Umar, Z. ; Vo, X.V. Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies. 2021 Financial Innovation. 7 1-25

2. Akhtaruzzaman, M. ; Boubaker, S. ; Lucey, B.M. ; Sensoy, A. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. 2021 Econ. Modell.. 102 -

3. Al-Yahyaee, K.H. ; Rehman, M.U. ; Wanas Al-Jarrah, I.M. ; Mensi, W. ; Vo, X.V. Co-movements and spillovers between prices of precious metals and non-ferrous metals: a multiscale analysis. 2020 Resour. Pol.. 67 -

4. Alam, M. ; Chowdhury, M.A.F. ; Abdullah, M. ; Masih, M. Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications. 2023 Invest. Anal. J.. 52 83-105
   Paper not yet in RePEc: Add citation now
   

5. Ali, S. ; Ijaz, M.S. ; Yousaf, I. Dynamic spillovers and portfolio risk management between defi and metals: empirical evidence from the Covid-19. 2023 Resour. Pol.. 83 -

6. Ando, T. ; Greenwood-Nimmo, M. ; Shin, Y. Quantile Connectedness: Modelling Tail Behaviour in the Topology of Financial Networks. 2018 :
   Paper not yet in RePEc: Add citation now
   

7. Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. Cryptocurrency market contagion: market uncertainty, market complexity, and dynamic portfolios. 2019 J. Int. Financ. Mark. Inst. Money. 61 37-51

8. Arfaoui, N. ; Naeem, M. ; Maherzi, T. ; Kayani, U.N. Can green investment funds hedge climate risk?. 2023 Finance Research Letters. 104961-
   Paper not yet in RePEc: Add citation now
   

9. Baele, L. ; Inghelbrecht, K. Time-varying integration, interdependence and contagion. 2010 J. Int. Money Finance. 29 791-818

10. Baker, M. ; Wurgler, J. Investor sentiment in the stock market. 2007 J. Econ. Perspect.. 21 129-151

11. Balli, F. ; Naeem, M.A. ; Shahzad, S.J.H. ; de Bruin, A. Spillover network of commodity uncertainties. 2019 Energy Econ.. 81 914-927

12. Bariviera, A.F. ; Merediz‐Solà, I. Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. 2021 J. Econ. Surv.. 35 377-407
    Paper not yet in RePEc: Add citation now
    

13. Baruník, J. ; Kočenda, E. ; Vácha, L. Asymmetric volatility connectedness on the forex market. 2017 J. Int. Money Finance. 77 39-56

14. Baur, D.G. ; Dimpfl, T. The volatility of Bitcoin and its role as a medium of exchange and a store of value. 2021 Empir. Econ.. 61 2663-2683

15. Baur, D.G. ; Lucey, B.M. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold. 2010 Financ. Rev.. 45 217-229

16. Baur, D.G. ; McDermott, T.K. Is gold a safe haven? International evidence. 2010 J. Bank. Finance. 34 1886-1898
    Paper not yet in RePEc: Add citation now
    

17. Bejaoui, A. ; Frikha, W. ; Jeribi, A. ; Bariviera, A.F. Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: some new evidence from wavelet analysis. 2023 Phys. A: Stat. Mech. Appl.. 619 128720-

18. Black, F. (1976). Studies of stock market volatility changes. Proceedings of the American Statistical Association, Business & Economic Statistics Section, 1976.
    Paper not yet in RePEc: Add citation now
    

19. Bollerslev, T. Generalized autoregressive conditional heteroskedasticity. 1986 J. Econom.. 31 307-327

20. Bouri, E. ; Cepni, O. ; Gabauer, D. ; Gupta, R. Return connectedness across asset classes around the COVID-19 outbreak. 2021 Int. Rev. Financ. Anal.. 73 -

21. Brauneis, A. ; Mestel, R. ; Theissen, E. What drives the liquidity of cryptocurrencies? A long-term analysis. 2021 Finance Res. Lett.. 39 -

22. Bredin, D. ; Conlon, T. ; Potì, V. Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. 2015 Int. Rev. Financ. Anal.. 41 320-328

23. Brooks, M. ; Byrne, A. . 2008 The Research Foundation of CFA Institute. University of Edinburgh:
    Paper not yet in RePEc: Add citation now
    

24. Caporin, M. ; Naeem, M.A. ; Arif, M. ; Hasan, M. ; Vo, X.V. ; Hussain Shahzad, S.J. Asymmetric and time-frequency spillovers among commodities using high-frequency data. 2021 Resour. Pol.. 70 -

25. Cecchetti, S.G. ; Li, H. Measuring the Impact of Asset Price Booms Using Quantile Vector Autoregressions. 2008 Brandeis University: Waltham, MA
    Paper not yet in RePEc: Add citation now
    

26. Chemkha, R. ; BenSaïda, A. ; Ghorbel, A. ; Tayachi, T. Hedge and safe haven properties during COVID-19: evidence from Bitcoin and gold. 2021 Q. Rev. Econ. Finance. 82 71-85

27. Cheung, A. ; Roca, E. ; Su, J.J. Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices. 2015 Appl. Econ.. 47 2348-2358

28. Christoffersen, P. ; Jacobs, K. ; Jin, X. ; Langlois, H. Dynamic dependence and diversification in corporate credit. 2018 Rev. Finance. 22 521-560

29. Ciner, C. ; Gurdgiev, C. ; Lucey, B.M. Hedges and safe havens: an examination of stocks, bonds, gold, oil and exchange rates. 2013 Int. Rev. Financ. Anal.. 29 202-211

30. Corbet, S. ; Larkin, C. ; Lucey, B. The contagion effects of the COVID-19 pandemic: evidence from gold and cryptocurrencies. 2020 Finance Res. Lett.. 35 -

31. Corbet, S. ; Lucey, B. ; Yarovaya, L. Datestamping the bitcoin and Ethereum bubbles. 2018 Finance Res. Lett.. 26 81-88

32. Corbet, S. ; McHugh, G. ; Meegan, A. The influence of central bank monetary policy announcements on cryptocurrency return volatility. 2017 Invest. Manag. Financ. Innovat.. 14 60-72
    Paper not yet in RePEc: Add citation now
    

33. Corbet, S. ; Meegan, A. ; Larkin, C. ; Lucey, B. ; Yarovaya, L. Exploring the dynamic relationships between cryptocurrencies and other financial assets. 2018 Econ. Lett.. 165 28-34

34. Dendramis, Y. ; Kapetanios, G. ; Tzavalis, E. Shifts in volatility driven by large stock market shocks. 2015 J. Econ. Dynam. Control. 55 130-147

35. Díaz, A. ; Esparcia, C. ; Huélamo, D. Unveiling the diversification capabilities of carbon markets in NFT portfolios. 2023 Finance Res. Lett.. 58 104632-

36. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66

37. Diebold, F.X. ; Yılmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J. Econom.. 182 119-134

38. Dreger, C. ; Zhang, Y. Is there a bubble in the Chinese housing market?. 2013 Urban Pol. Res.. 31 27-39
    Paper not yet in RePEc: Add citation now
    

39. Dutta, A. ; Das, D. ; Jana, R.K. ; Vo, X.V. COVID-19 and oil market crash: revisiting the safe haven property of gold and Bitcoin. 2020 Resour. Pol.. 69 -

40. Engle, R.F. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. 1982 Econom. J. Econom. Soc.. 987-1007

41. Engle, R.F. ; Ng, V.K. Measuring and testing the impact of news on volatility. 1993 J. Finance. 48 1749-1778

42. Farid, S. ; Kayani, G.M. ; Naeem, M.A. ; Shahzad, S.J.H. Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. 2021 Resour. Pol.. 72 -

43. Fasanya, I.O. ; Oliyide, J.A. ; Adekoya, O.B. ; Agbatogun, T. How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. 2021 Resour. Pol.. 72 -

44. Fasanya, I.O. ; Oyewole, O.J. ; Oliyide, J.A. Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets. 2022 Q. Rev. Econ. Finance. 86 347-364

45. Foley, S. ; Kwan, A. ; Philip, R. ; Ødegaard, B.A. Contagious margin calls: how COVID-19 threatened global stock market liquidity. 2021 J. Financ. Mark.. -
    Paper not yet in RePEc: Add citation now
    

46. Fry, J. ; Cheah, E.T. Negative bubbles and shocks in cryptocurrency markets. 2016 Int. Rev. Financ. Anal.. 47 343-352

47. Gandal, N. ; Hamrick, J.T. ; Moore, T. ; Oberman, T. Price manipulation in the Bitcoin ecosystem. 2018 J. Monetary Econ.. 95 86-96

48. Glosten, L.R. ; Jagannathan, R. ; Runkle, D.E. On the relation between the expected value and the volatility of the nominal excess return on stocks. 1993 J. Finance. 48 1779-1801

49. Goodell, J.W. ; Goutte, S. Diversifying equity with cryptocurrencies during COVID-19. 2021 Int. Rev. Financ. Anal.. 76 -

50. Hasan, M.B. ; Hassan, M.K. ; Rashid, M.M. ; Alhenawi, Y. Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. 2021 Glob. Finance J.. 50 100668-

51. Hassan, M.K. ; Hasan, M.B. ; Rashid, M.M. Using precious metals to hedge cryptocurrency policy and price uncertainty. 2021 Econ. Lett.. 206 -

52. Iqbal, N. ; Bouri, E. ; Grebinevych, O. ; Roubaud, D. Modelling extreme risk spillovers in the commodity markets around crisis periods including COVID19. 2022 Ann. Oper. Res.. 1-30
    Paper not yet in RePEc: Add citation now
    
53. Iqbal, N. ; Bouri, E. ; Liu, G. ; Kumar, A. Volatility spillovers during normal and high volatility states and their driving factors: A cross‐country and cross‐asset analysis. 2024 Int. J. Finance Econ.. 29 975-995
    Paper not yet in RePEc: Add citation now
    

54. Ji, Q. ; Bouri, E. ; Lau, C.K.M. ; Roubaud, D. Dynamic connectedness and integration in cryptocurrency markets. 2019 Int. Rev. Financ. Anal.. 63 257-272

55. Kahneman, D. ; Tversky, A. Prospect theory: an analysis of decision under risk. 2013 En : Handbook of the Fundamentals of Financial Decision Making: Part I. :

56. Klein, T. Dynamic correlation of precious metals and flight-to-quality in developed markets. 2017 Finance Res. Lett.. 23 283-290

57. Koenker, R. ; Bassett, G. Regression quantiles. 1978 Econometrica: J. Econom. Soc.. 33-50

58. Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in nonlinear multivariate models. 1996 J. Econom.. 74 119-147

59. Kroner, K.F. ; Sultan, J. Time-varying distributions and dynamic hedging with foreign currency futures. 1993 J. Financ. Quant. Anal.. 28 535-551

60. Le, T.L. ; Abakah, E.J.A. ; Tiwari, A.K. Time and frequency domain connectedness and spillover among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution. 2021 Technol. Forecast. Soc. Change. 162 -

61. Londono, J.M. Bad bad contagion. 2019 J. Bank. Financ.. 108 105652-
    Paper not yet in RePEc: Add citation now
    

62. Lucey, B.M. ; Li, S. What precious metals act as safe havens, and when? Some US evidence. 2015 Appl. Econ. Lett.. 22 35-45

63. Luo, M. ; Kontosakos, V.E. ; Pantelous, A.A. ; Zhou, J. Cryptocurrencies : dust in the wind. 2019 Physica A. 525 1063-1079

64. Mirza, N. ; Naeem, M.A. ; Nguyen, T.T.H. ; Arfaoui, N. ; Oliyide, J.A. Are sustainable investments interdependent? The international evidence. 2023 Economic Modelling. 119 106120-

65. Naeem, M.A. ; Arfaoui, N. Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises. 2023 Energy Economics. 127 107082-
    Paper not yet in RePEc: Add citation now
    

66. Naeem, M.A. ; Farid, S. ; Yousaf, I. ; Kang, S.H. Asymmetric efficiency in petroleum markets before and during COVID-19. 2023 Resources Policy. 86 104194-

67. Naeem, M.A. ; Hasan, M. ; Agyemang, A. ; Chowdhury, M.I.H. ; Balli, F. Time‐frequency dynamics between fear connectedness of stocks and alternative assets. 2023 International Journal of Finance & Economics. 28 2188-2201
    Paper not yet in RePEc: Add citation now
    

68. Naeem, M.A. ; Peng, Z. ; Suleman, M.T. ; Nepal, R. ; Shahzad, S.J.H. Time and frequency connectedness among oil shocks, electricity and clean energy markets. 2020 Energy Econ.. 91 -

69. Nelson, D.B. Conditional heteroskedasticity in asset returns: a new approach. 1991 Econom. J. Econom. Soc.. 347-370

70. Ortmann, R. ; Pelster, M. ; Wengerek, S.T. COVID-19 and investor behavior. 2020 Finance Res. Lett.. 37 -

71. Pagnottoni, P. Superhighways and roads of multivariate time series shock transmission: Application to cryptocurrency, carbon emission and energy prices. 2023 Phys. A: Stat. Mech. Appl.. 615 128581-

72. Pesaran, H.H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Econ. Lett.. 58 17-29

73. Reboredo, J.C. ; Rivera-Castro, M.A. Wavelet-based evidence of the impact of oil prices on stock returns. 2014 Int. Rev. Econ. Finance. 29 145-176

74. Rehman, M.U. Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis. 2020 Resour. Pol.. 68 -
    Paper not yet in RePEc: Add citation now
    
75. Rehman, M.U. ; Naeem, M.A. ; Ahmad, N. ; Vo, X.V. Global energy markets connectedness: evidence from time–frequency domain. 2023 Environ. Sci. Pollut. Res.. 30 34319-34337
    Paper not yet in RePEc: Add citation now
    

76. Rehman, M.U. ; Vo, X.V. Cryptocurrencies and precious metals: a closer look from diversification perspective. 2020 Resour. Pol.. 66 -

77. Romer, D. What have we learned about fiscal policy from the crisis?. 2012 :

78. Rösch, D.M. ; Subrahmanyam, A. ; van Dijk, M.A. Investor short-termism and real investment. 2021 J. Financ. Mark.. -
    Paper not yet in RePEc: Add citation now
    

79. Semeyutin, A. ; Downing, G. Co-jumps in the US interest rates and precious metals markets and their implications for investors. 2022 Int. Rev. Financ. Anal.. 81 -

80. Shahzad, S.J.H. ; Balli, F. ; Naeem, M.A. ; Hasan, M. ; Arif, M. Do conventional currencies hedge cryptocurrencies?. 2021 :
    Paper not yet in RePEc: Add citation now
    

81. Shahzad, S.J.H. ; Bouri, E. ; Roubaud, D. ; Kristoufek, L. Safe haven, hedge and diversification for G7 stock markets: gold versus bitcoin. 2020 Econ. Modell.. 87 212-224

82. Shahzad, S.J.H. ; Mensi, W. ; Hammoudeh, S. Extreme dependence and risk spillovers between oil and Islamic stock markets. 2018 Emerg. Mark. Rev.. 34 42-63

83. Trimborn, S. ; Li, M. ; Härdle, W.K. Investing with cryptocurrencies—a liquidity constrained investment approach. 2020 J. Financ. Econom.. 18 280-306

84. Uddin, G.S. ; Shahzad, S.J.H. ; Boako, G. ; Hernandez, J.A. ; Lucey, B.M. Heterogeneous interconnections between precious metals: evidence from asymmetric and frequency-domain spillover analysis. 2019 Resour. Pol.. 64 -

85. Umar, M. ; Farid, S. ; Naeem, M.A. Time-frequency connectedness among clean-energy stocks and fossil fuel markets: comparison between financial, oil and pandemic crisis. 2022 Energy. 240 -

86. Waring, J., & Mamou, M. (2020). Behavioral finance and COVID-19. Retrieved October 12, 2020, from https://www.ubs.com/global/en/wealth-management/chief-investmentoffice/life-goals/2020/strategies-to-overcome-behavioral-biases.html.
    Paper not yet in RePEc: Add citation now
    
87. Yarovaya, L. ; Mirza, N. ; Abaidi, J. ; Hasnaoui, A. Human capital efficiency and equity funds’ performance during the COVID-19 pandemic. 2021 International Review of Economics & Finance. 71 584-591
    Paper not yet in RePEc: Add citation now
    

88. Yousaf, I. ; Gubareva, M. ; Teplova, T. Connectedness of non-fungible tokens and conventional cryptocurrencies with metals. 2023 N. Am. J. Econ. Finance. 68 -

89. Yousaf, I. ; Riaz, Y. ; Goodell, J.W. Energy cryptocurrencies: assessing connectedness with other asset classes. 2023 Finance Res. Lett.. 52 -

90. Yousaf, I. ; Yarovaya, L. Static and dynamic connectedness between NFTs, Defi and other assets: portfolio implication. 2022 Global Finance J.. 53 -

91. Yue, W. ; Zhang, S. ; Zhang, Q. Asymmetric news effects on cryptocurrency liquidity: an Event study perspective. 2021 Finance Res. Lett.. 41 -

1. Returns and volatility connectedness among the Eurozone equity markets. (2024). Umar, Zaghum ; Boubaker, Sabri ; Adekoya, Oluwasegun Babatunde ; Gubareva, Mariya.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3103-3122.

   Full description at Econpapers || Download paper

2. Analyzing time–frequency connectedness between cryptocurrencies, stock indices, and benchmark crude oils during the COVID-19 pandemic. (2024). Khosravi, Reza ; Ghazani, Majid Mirzaee ; Momeni, Ali Akbar.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00645-z.

   Full description at Econpapers || Download paper

3. Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies. (2024). Ghorbel, Achraf ; Jareo, Francisco ; Fakhfakh, Tarek ; Esparcia, Carlos.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00618-2.

   Full description at Econpapers || Download paper

4. Cryptocurrencies under climate shocks: a dynamic network analysis of extreme risk spillovers. (2024). Zhang, Dayong ; Kang, Yuxin ; Ji, Qiang ; Guo, Kun.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00579-y.

   Full description at Econpapers || Download paper

5. Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Shahzad, Umer ; Tiwari, Sunil ; Mahendru, Mandeep ; Cheng, Jiyang ; Khaled, Djebbouri.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

   Full description at Econpapers || Download paper

6. Metaverse tokens or metaverse stocks – Who’s the boss?. (2024). Vakhromov, Oleg ; Alon, Ilan ; Aharon, David Y.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000515.

   Full description at Econpapers || Download paper

7. The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

   Full description at Econpapers || Download paper

8. Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis. (2024). Umar, Zaghum ; Phiri, Andrew ; Teplova, Tamara ; Choi, Sun-Yong.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:91:y:2024:i:c:p:348-363.

   Full description at Econpapers || Download paper

9. Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197.

   Full description at Econpapers || Download paper

10. Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Abrar, Afsheen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

    Full description at Econpapers || Download paper

11. A high-frequency data dive into SVB collapse. (2024). Ali, Shoaib ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011959.

    Full description at Econpapers || Download paper

12. Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Zhao, Mingguo ; Park, Hail.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

    Full description at Econpapers || Download paper

13. Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

    Full description at Econpapers || Download paper

14. Are investment grade Sukuks decoupled from the conventional yield curve?. (2024). Umar, Zaghum ; Vo, Xuan Vinh ; Trabelsi, Nader ; Dogah, Kingsley E.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004970.

    Full description at Econpapers || Download paper

15. Intricacy of cryptocurrency returns. (2024). Nagl, Maximilian.
    In: Economics Letters.
    RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002295.

    Full description at Econpapers || Download paper

16. The linkage between Bitcoin and foreign exchanges in developed and emerging markets. (2023). BenSaïda, Ahmed ; Bensaida, Ahmed.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00454-w.

    Full description at Econpapers || Download paper

17. Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?. (2023). Song, YU ; Wang, Xin-Yi ; Chen, BO.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00445-3.

    Full description at Econpapers || Download paper

18. The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Jareo, Francisco ; Escribano, Ana.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1.

    Full description at Econpapers || Download paper

19. Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches. (2023). Kartal, Mustafa ; Kevser, Mustafa ; Ayhan, Fatih.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:56:y:2023:i:3:d:10.1007_s10644-023-09484-x.

    Full description at Econpapers || Download paper

20. Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios. (2023). Umar, Zaghum ; Choi, Sun-Yong ; Usman, Muhammad ; Rice, John.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000831.

    Full description at Econpapers || Download paper

21. Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Mahmood, Syed Riaz ; Kang, Sang Hoon ; el Khoury, Rim.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000557.

    Full description at Econpapers || Download paper

22. Analyzing spillover effects of selected cryptocurrencies on gold and brent crude oil under COVID-19 pandemic: Evidence from GJR-GARCH and EVT copula methods. (2023). Ebrahimi, Seyed Babak ; Karimi, Parinaz ; Ghazani, Majid Mirzaee.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005986.

    Full description at Econpapers || Download paper

23. Quantile connectedness between oil price shocks and exchange rates. (2023). Umar, Zaghum ; Bossman, Ahmed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003690.

    Full description at Econpapers || Download paper

24. Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). XU, LEI ; Kinkyo, Takuji.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x.

    Full description at Econpapers || Download paper

25. Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments. (2023). Hanif, Waqas ; Duc, Toan Luu ; Pham, Linh.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000868.

    Full description at Econpapers || Download paper

26. The impact of the US yield curve on sub-Saharan African equities. (2023). Umar, Zaghum ; Teplova, Tamara ; Agyei, Samuel Kwaku ; Bossman, Ahmed.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000107.

    Full description at Econpapers || Download paper

27. Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants. (2023). Jalkh, Naji ; Bouri, Elie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004313.

    Full description at Econpapers || Download paper

28. Bitcoin vs. fiat currencies: Insights from extreme dependence and risk spillover analysis with financial markets. (2023). Guesmi, Khaled ; Abid, Ilyes ; Mzoughi, Hela ; Galariotis, Emilios ; Bouri, Elie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003228.

    Full description at Econpapers || Download paper

29. Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Butt, Hassan Anjum ; Aharon, David Y ; Nichols, Brian ; Jaffri, Ali.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679.

    Full description at Econpapers || Download paper

30. The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Umar, Zaghum ; Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609.

    Full description at Econpapers || Download paper

31. Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

    Full description at Econpapers || Download paper

32. Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index. (2023). Ozcelebi, Oguzhan ; Perezmontiel, Jose A.
    In: Bulletin of Economic Research.
    RePEc:bla:buecrs:v:75:y:2023:i:4:p:1157-1180.

    Full description at Econpapers || Download paper

33. Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. (2022). Maghyereh, Aktham ; Cui, Jinxin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00395-w.

    Full description at Econpapers || Download paper

34. Impact of COVID-19 effective reproductive rate on cryptocurrency. (2022). Minutolo, Marcel ; Kristjanpoller, Werner ; Dheeriya, Prakash.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00354-5.

    Full description at Econpapers || Download paper

35. Are COVID-19-Related Economic Supports One of the Drivers of Surge in Bitcoin Market? Evidence from Linear and Non-Linear Causality Tests. (2022). Kamışlı, Melik ; Kamisli, Serap ; Ozer, Mustafa ; Temizel, Fatih.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2022:i:1:p:196-:d:1019983.

    Full description at Econpapers || Download paper

36. Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework. (2022). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; Polat, Onur.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001718.

    Full description at Econpapers || Download paper

37. Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty. (2022). Umar, Zaghum ; Mokni, Khaled ; Escribano, Ana.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001469.

    Full description at Econpapers || Download paper

38. Spillover and risk transmission between the term structure of the US interest rates and Islamic equities. (2022). Yousaf, Imran ; Umar, Zaghum ; Vo, Xuan Vinh ; Gubareva, Mariya.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000075.

    Full description at Econpapers || Download paper

39. Factor volatility spillover and its implications on factor premia. (2022). Zhou, Wei-Xing ; Shi, Huai-Long.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001068.

    Full description at Econpapers || Download paper

40. Infection, invasion, and inflation: Recent lessons. (2022). Qadan, Mahmoud ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004901.

    Full description at Econpapers || Download paper

41. Network connectedness of environmental attention—Green and dirty assets. (2022). Umar, Zaghum ; Vo, Xuan Vinh ; Teplova, Tamara ; Abrar, Afsheen ; Zaremba, Adam.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004147.

    Full description at Econpapers || Download paper

42. User cost of foreign monetary assets under dollarization. (2022). Yemba, Boniface.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200263x.

    Full description at Econpapers || Download paper

43. Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis. (2022). Umar, Zaghum ; Teplova, Tamara ; Gubareva, Mariya ; Tran, Dang K.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000496.

    Full description at Econpapers || Download paper

44. Spillovers between sovereign yield curve components and oil price shocks. (2022). Umar, Zaghum ; Esparcia, Carlos ; Alwahedi, Wafa ; Aharon, David Y.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001396.

    Full description at Econpapers || Download paper

45. A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies. (2022). Ren, Boru ; lucey, brian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001281.

    Full description at Econpapers || Download paper

46. COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Umar, Zaghum ; Azman, Mukhriz Izraf ; Aharon, David Y.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

    Full description at Econpapers || Download paper

47. Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Muhadinovic, Milica ; Bojaj, Martin M ; Jolicic, Ivan ; Milosevic, Igor ; Mihailovic, Andrej ; Bracanovic, Andrej ; Milacic, Veselin ; Radulovic, Mladen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

    Full description at Econpapers || Download paper

48. Return and volatility connectedness of the non-fungible tokens segments. (2022). Vo, Xuan Vinh ; Umar, Zaghum ; Alwahedi, Wafa ; Zaremba, Adam.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000405.

    Full description at Econpapers || Download paper

49. Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets. (2021). Yildirim, Zekeriya ; Ivrendi, Mehmet.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00299-1.

    Full description at Econpapers || Download paper

50. On the factors of Bitcoin’s value at risk. (2021). Ho, JI.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00297-3.

    Full description at Econpapers || Download paper

Report date: 2025-09-27 16:03:44 || Missing content? Let us know