...Gregory Rapos; Stilianos Fountas Purpose We investigate the presence of contagion between Bitcoin and four traditional assets (stocks, bonds, gold and the US dollar exchange rate) over the period 2015–2024. Design/methodology/approach We implement a framework that combines the DCC-GARCH...

...Latifa Gueddes; Aymen Ben Rejeb; Jihene Tizaoui Purpose This study examines the interdependencies among gold, green bonds, bitcoin and stock markets, considering the effects of major global crises such as the COVID-19 pandemic and the Ukraine war. By using a simultaneous equations framework...

...Abbas Valadkhani Purpose This study is the first to investigate the causal relationship between Bitcoin and equity price returns by sectors. Previous studies have focused on aggregated indices such as S&P500, Nasdaq and Dow Jones, but this study uses mixed frequency and disaggregated data...

...Suresh Kumar; Ankit Kumar; Gurcharan Singh Purpose This paper investigates the causality among gold prices, crude oil prices, bitcoin and stock prices by using daily data from January 2014 to December 2021. The study also examines the data during the COVID-19 outbreak from January 2020 to December...

..., the price, on average, moves still closer to the full-information value.” Hence, the self-attribution bias can cause “short-run momentum and long-term reversals.” Cryptocurrencies Overreaction Market efficiency Bitcoin Abnormal returns Magnitude effect G12 G14 The market...