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Volatility dynamics and diversification benefits of Bitcoin under asymmetric and long memory effects

Jeribi, Ahmed; Fakhfekh, Mohamed; Jarboui, Anis - In: Global business & economics review 26 (2022) 1, pp. 65-83

Persistent link: https://www.econbiz.de/10012798074

Volatility dynamics of Tunisian stock market before and during COVID-19 outbreak and diversification benefits of Bitcoin

Ben Salem, Marwa; Fakhfekh, Mohamed; Jeribi, Ahmed - In: Afro-Asian Journal of Finance and Accounting : AAJFA 13 (2023) 5, pp. 651-672

Persistent link: https://www.econbiz.de/10014391407

The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis

Aloui, Mouna; Hamdi, Besma; Tiwari, Aviral Kumar; … - In: International journal of law and management 65 (2023) 6, pp. 485-510

Persistent link: https://www.econbiz.de/10014432902

Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets?

Belguith, Rihab; Snene Manzli, Yasmine; Bejaoui, Azza; … - In: Digital business 4 (2024) 2, pp. 1-17

Given that the interconnections of NFT and DeFi digital assets with other stablecoins still not sufficiently studied, this paper is two-fold. We first examine the dynamic conditional correlation between gold-backed cryptocurrencies and NFTs and DeFi assets during the period...

Persistent link: https://www.econbiz.de/10015190953

Is digital gold a hedge, safe haven, or diversifier? : An analysis of cryptocurrencies, DeFi tokens, and NFTs

Maouchi, Youcef; Fakhfekh, Mohamed; Charfeddine, Lanouar; … - In: Applied economics 56 (2024) 60, pp. 9158-9173

Persistent link: https://www.econbiz.de/10015142028

Portfolio management and dependence structure between cryptocurrencies and traditional assets : evidence from FIEGARCH-EVT-Copula

Jeribi, Ahmed; Fakhfekh, Mohamed - In: The journal of asset management : a major new, … 22 (2021) 3, pp. 224-239

Persistent link: https://www.econbiz.de/10012581598

Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach

Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...

Persistent link: https://www.econbiz.de/10012587922

Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period

Ghorbel, Achraf; Jeribi, Ahmed - In: Eurasian economic review : a journal in applied … 11 (2021) 3, pp. 449-467

Persistent link: https://www.econbiz.de/10012616018

Investigating the relationship between volatilities of cryptocurrencies and other financial assets

Ghorbel, Achraf; Jeribi, Ahmed - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 817-843

Persistent link: https://www.econbiz.de/10012795001

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

Snene Manzli, Yasmine; Jeribi, Ahmed - In: Journal of financial economic policy 16 (2024) 5, pp. 656-689

Persistent link: https://www.econbiz.de/10015077720