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Disentangling the nonlinearity effect in cryptocurrency markets during the Covid-19 pandemic : evidence from a regime-switching approach

Mgadmi, Nidhal; Bejaoui, Azza; Moussa, Wajdi - In: Asia Pacific financial markets 30 (2023) 3, pp. 457-473

Persistent link: https://www.econbiz.de/10014362613

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

Can fiat currencies really hedge Bitcoin? : evidence from dynamic short-term perspective

Majdoub, Jihed; Ben Sassi, Salim; Bejaoui, Azza - In: Decisions in economics and finance : a journal of … 44 (2021) 2, pp. 789-816

Persistent link: https://www.econbiz.de/10012794997

Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times : an Archimax copula approach

Fakhfekh, Mohamed; Bejaoui, Azza; Bariviera, Aurelio … - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014492041