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Has COVID-19 changed the correlation between cryptocurrencies and stock markets?
Abdelkafi, Ines; Romdhane, Youssra Ben; Loukil, Sahar - In: European journal of government and economics : EJGE 12 (2023) 2, pp. 139-156
. This study uses VAR-OLS techniques to investigate the time-varying correlation between Bitcoin and three major European … robustness of our results, we also test the impact of government measures on Bitcoin and stock market indices and find that they … correlations between Bitcoin returns and the stock market, oil, and gold index returns, which have so far been unaddressed. …
Persistent link: https://www.econbiz.de/10014445351
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The role of the Water Framework Directive in enhancing water use efficiency in the EU
Pérez Zabaleta, Amelia; Borrat Sanjuan, Monica - In: European journal of government and economics : EJGE 13 (2024) 2, pp. 136-164
The increasing economic activity, population growth and urbanisation are placing increasing stress on Europe's freshwater resources. The European Union's Water Framework Directive (WFD) aimed to establish measures to foster efficient use of this valuable natural resource while simultaneously...
Persistent link: https://www.econbiz.de/10015338878
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Global uncertainty and potential shelters : gold, bitcoin, and currencies as weak and strong safe havens for main world stock markets
Feder-Sempach, Ewa; Szczepocki, Piotr; Bogołębska, Joanna - In: Financial innovation : FIN 10 (2024), pp. 1-23
sample consists of fve prospective safe-haven assets-gold, bitcoin, the euro, the Japanese yen, and the Swiss franc-and fve … 225. Our fndings are useful for inves‑ tors searching for the best safe-haven assets among gold, bitcoin, and currencies … diferently for gold and the yen; that is, the Japanese yen acts as the strongest safe haven across all stock indices. Bitcoin is …
Persistent link: https://www.econbiz.de/10014541628
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The COVID-19 Storm and the Energy Sector : The Impact and Role of Uncertainty
Szczygielski, Jan; Brzeszczyński, Janusz; Charteris, Ailie - 2021
Prior research has shown that energy sector stock prices are impacted by uncertainty. The coronavirus (COVID-19) pandemic has given rise to widespread health and economic-related uncertainty. In this study, we investigate the impact and the timing of the impact of COVID-19 related uncertainty on...
Persistent link: https://www.econbiz.de/10013235458
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The interconnectedness of stock indices and cryptocurrencies during the Russia-Ukraine war
Mgadmi, Nidhal; Sadraoui, Tarek; Alkaabi, Waleed; … - In: Journal of economic criminology 2 (2023), pp. 1-11
seven stock market indices (S&P 500, DAX, CAC40, Nikkei, TSX, MOEX, PFTS) and seven cryptocurrencies (Bitcoin, Ethereum … cryptocurrencies and financial assets. Our results show that in the short term, three famous cryptocurrencies (Bitcoin, Ethereum … stock market indices on Bitcoin. These findings suggest that the stability of traditional financial markets during the …
Persistent link: https://www.econbiz.de/10014517148
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International capital flows and bond risk premia
Sierra, Jesus - 2010
This paper studies the impact of international capital flows on asset prices through risk premia. We investigate whether foreign purchases of U.S. Treasury securities significantly contributed to the decline in excess returns on long-term bonds between 1995 and 2008. We run forecasting...
Persistent link: https://www.econbiz.de/10010279929
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International Capital Flows and Bond Risk Premia
Sierra, Jesus - Bank of Canada - 2010
This paper studies the impact of international capital flows on asset prices through risk premia. We investigate whether foreign purchases of U.S. Treasury securities significantly contributed to the decline in excess returns on long-term bonds between 1995 and 2008. We run forecasting...
Persistent link: https://www.econbiz.de/10008527619
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New moneys under the new normal? : bitcoin and gold interdependence during COVID times
Agnese, Pablo; Thoss, Jonathan - 2021
Bitcoin in particular and so-called cryptocurrencies in general have shaken up the financial world and seem to be … also with significant risks. This paper analyzes the connection between one such crypto, bitcoin, and other traditional … indicate that, as of late, bitcoin has become increasingly interdependent with gold, and seems just as suitable to hedge …
Persistent link: https://www.econbiz.de/10012517614
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Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets
Reynolds, Julia E.; Sögner, Leopold; Wagner, Martin - In: Central European journal of economic modelling and … 13 (2021) 2, pp. 105-146
on and importance of mispricing in the market for cryptocurrencies, we include the cryptocurrency Bitcoin in addition to … markets for Bitcoin. We confirm the importance of our results for portfolio strategies by showing that a currency portfolio …
Persistent link: https://www.econbiz.de/10012619980
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Deviations from triangular arbitrage parity in foreign exchange and Bitcoin markets
Reynolds, Julia E.; Sögner, Leopold; Wagner, Martin - 2020 - This Version: July 2020
on and importance of mispricing in the market for cryptocurrencies, we include the cryptocurrency Bitcoin in addition to … markets for Bitcoin. We confirm the importance of our results for portfolio strategies by showing that a currency portfolio …
Persistent link: https://www.econbiz.de/10012251074