Concepedia

Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?

Ibrahim D. Raheem, Muhammad Mahdi Rashidi

Resources Policy · 2023 · 14 citations · 44 references

DOI

Concepts

References

44

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 6K citations

, , +8

Impulse response analysis in nonlinear multivariate models

Gary Koop, M. Hashem Pesaran, Simon Potter · Journal of Econometrics · 1996 · 5K citations

, , +6

On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?

Elie Bouri, Péter Molnár, Georges Azzi et al. · Finance research letters · 2016 · 1.4K citations

, , +10

RETRACTED: Cryptocurrencies as a financial asset: A systematic analysis

Shaen Corbet, Brian M. Lucey, Andrew Urquhart et al. · International Review of Financial Analysis · 2018 · 1.1K citations · Full text

, , +7

Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks

Tomohiro Ando, Matthew Greenwood‐Nimmo, Yongcheol Shin · Management Science · 2022 · 764 citations · Full text

, , +17