Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions

E Bouri, R Gupta, AK Tiwari, D Roubaud - Finance Research Letters, 2017 - Elsevier
We examine whether Bitcoin can hedge global uncertainty, measured by the first principal
component of the VIXs of 14 developed and developing equity markets. After decomposing …

A quantile regression analysis of flights-to-safety with implied volatilities

V Troster, E Bouri, D Roubaud - Resources policy, 2019 - Elsevier
In this paper, we perform a quantile regression analysis of flights-to-safety with the implied
market volatilities of stock, gold, gold-mining, and silver. We verify whether flights-to-safety …

Examining the flight-to-safety with the implied volatilities

G Sarwar - Finance Research Letters, 2017 - Elsevier
This paper investigates the flight-to-safety phenomenon by examining the interactions
between the stock market volatility (VIX) and volatilities of the Treasury note, gold, and silver …

[HTML][HTML] Is this time really different? Flight-to-safety and the COVID-19 crisis

C Löwen, B Kchouri, T Lehnert - PLoS One, 2021 - journals.plos.org
During periods of market stress, risk-averse investors reallocate their investments from
stocks to gold in a bid to hedge risks. Market participants interpret the induced gold price …

[PDF][PDF] Whose opinions prevail on Bitcoin pricing?

Y Yang - 2020 - helda.helsinki.fi
Bitcoin as a new asset class poses great challenges on existing asset pricing models. The
neoclassical finance cannot explain the market anomalies around Bitcoin. Hence many …

[PDF][PDF] Hedge G antile Reg

E Bo, R David - up.ac.za
In this study, we analyse whether Bitcoin can hedge uncertainty using daily data for the
period of 17th March, 2011, to 7th October, 2016. Global uncertainty is measured by the first …

[PDF][PDF] Риск-менеджмент как элемент управления инвестиционным портфелем: выпускная бакалаврская работа по направлению подготовки: 38.03. 01 …

АА Ким - 2016 - vital.lib.tsu.ru
Фондовый рынок на сегодняшний день играет всё большую роль в жизни людей, в
формировании их доходов. Для полноценной интеграции на современный (в т. ч …