...Shalini Velappan Purpose This study aims to investigate the co-volatility patterns between cryptocurrencies and conventional asset classes across global markets, encompassing 26 global indices ranging from equities, commodities, real estate, currencies and bonds. Design/methodology/approach...

... assets needs to be investigated. This paper aims to investigate how the EPU affects diversification of commodity, conventional, Islamic and sustainable equity returns in relation to its impact on Bitcoin returns. Design/methodology/approach The authors use advanced time-series econometrics, namely...

... and a quantile-on-quantile regression (QQR) method. Findings The results show a positive interdependence between BTC and commodity price returns at both medium and low frequencies over the sample period. In contrast, the dependence is negative between BTC and EPU index at both medium and low frequencies...

... of completing risk analysis at the macro level with firm-specific factors in Indonesia as commodity exporting country. The CPO, therefore, is Indonesia’s most important export commodity, a position that has been achieved through expansion and growth in palm oil farming over the last four decades. Based...