Can cryptocurrencies be a safe haven: a tail risk perspective analysis

By Wenjun Feng, Yiming Wang, Zhengjun Zhang. 2018

181 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Information Systems

View Paper: https://www.semanticscholar.org/paper/ff9c0434fa5ec403314b49b6f69ee5c029e40b55

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Shaen Corbet
2. Brian M. Lucey
3. C. Larkin
4. Pengfei Wang
5. Xiao Li
6. Dehua Shen
7. Wei Zhang
8. Andrew Urquhart

In Finance

1. Shaen Corbet
2. Brian M. Lucey
3. Xiao Li
4. Pengfei Wang
5. Dehua Shen
6. Wei Zhang
7. C. Larkin
8. A. H. Dyhrberg

In Information Systems

1. Shaen Corbet
2. Brian M. Lucey
3. C. Larkin
4. Pengfei Wang
5. Dehua Shen
6. Xiao Li
7. Wei Zhang
8. Andrew Urquhart

Citations in the corpus

• The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020, background): “, 2019) and for each of the Eurostoxx 50, the Nikkei 225 and the CSI 300 (Feng et al., 2018).”
• Some stylized facts of the cryptocurrency market (2018, background): “…to the investigations on the pricing dynamics of Bitcoin and its correlations with other financial assets (Baek and Elbeck 2015; Baur et al., 2017a; Blau 2018; Bouri et al. 2017a, 2017b; Chen and He 2013; Cheung, Roca, and Su 2015; Dyhrberg 2016; Feng, Wang, and Zhang 2018; Śmiech and Papież 2017).”