From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets

Author:

Ali ShoaibORCID,Naveed MuhammadORCID,Yousaf ImranORCID,Khattak Muhammad Sualeh

Publisher

Elsevier BV

Subject

Finance

Reference25 articles.

1. Dynamic spillovers and portfolio risk management between defi and metals: empirical evidence from the Covid-19;Ali;Resour. Policy,2023

2. Connectedness and portfolio management between renewable energy tokens and metals: evidence from TVP-VAR approach;Ali;Energy Econ.,2023

3. Connectedness between cryptocurrencies using high-frequency data: a novel insight from the silicon valley banks collapse;Ali;Financ. Res. Lett.,2023

4. The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets;Ali;Int. Rev. Financ. Anal.,2023

5. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions;Antonakakis;J. Risk Financ. Manag.,2020

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