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Applied Economics Letters Volume 28, 2021 - Issue 10
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Research Article

When Bitcoin has the flu: on Bitcoin’s performance to hedge equity risk in the early wake of the COVID-19 outbreak

Klaus GrobysSchool of Accounting and Finance, Innovation and Entrepreneurship InnoLab, University of Vaasa, Vaasa, FinlandCorrespondence[email protected]
Pages 860-865 | Published online: 26 Jun 2020

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Zhunzhun Liu & Lu-Xi Zou. (2023) FACTORS INFLUENCING BITCOIN MARKET VOLATILITY DURING THE COVID-19 PANDEMIC CRISIS. Journal of Organizational Computing and Electronic Commerce 33:3-4, pages 162-177.
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Articles from other publishers (20)

Lei Xu & Takuji Kinkyo. (2023) Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. Journal of International Financial Markets, Institutions and Money 85, pages 101764.
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Siok Jin Lim & Andaeus Zun Khan Neoh. (2023) Does Bitcoin Provide a Hedge to Islamic Stock Markets During and Post-COVID-19 Outbreak? Evidence From Asia Based on a Multivariate-GARCH Approach. Asian Economics Letters 4:2.
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Imen Omri. (2023) Directional predictability and volatility spillover effect from stock market indexes to Bitcoin: evidence from developed and emerging markets. The Journal of Risk Finance 24:2, pages 226-243.
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Marcin Wątorek, Jarosław Kwapień & Stanisław Drożdż. (2023) Cryptocurrencies Are Becoming Part of the World Global Financial Market. Entropy 25:2, pages 377.
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Julien Chevallier. (2023) ‘Safe Assets’ during COVID-19: A Portfolio Management Perspective. Commodities 2:1, pages 13-51.
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Ştefan Cristian Gherghina & Liliana Nicoleta Simionescu. (2023) Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. Financial Innovation 9:1.
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Yingying Huang, Kun Duan & Andrew Urquhart. (2023) Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. Journal of International Financial Markets, Institutions and Money 82, pages 101687.
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Pengfei Zhu, Tuantuan Lu & Shenglan Chen. (2022) How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method. Physica A: Statistical Mechanics and its Applications 607, pages 128217.
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Panpan Wang, Xiaoxing Liu & Sixu Wu. (2022) Dynamic Linkage between Bitcoin and Traditional Financial Assets: A Comparative Analysis of Different Time Frequencies. Entropy 24:11, pages 1565.
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Simona Andreea Apostu, Mirela Panait, Làszló Vasa, Constanta Mihaescu & Zbyslaw Dobrowolski. (2022) NFTs and Cryptocurrencies—The Metamorphosis of the Economy under the Sign of Blockchain: A Time Series Approach. Mathematics 10:17, pages 3218.
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Saeed Sazzad Jeris, A.S.M. Nayeem Ur Rahman Chowdhury, Mst. Taskia Akter, Shahriar Frances & Monish Harendra Roy. (2022) Cryptocurrency and stock market: bibliometric and content analysis. Heliyon 8:9, pages e10514.
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Yosuke Kakinuma. (2021) Nexus between Southeast Asian stock markets, bitcoin and gold: spillover effect before and during the COVID-19 pandemic. Journal of Asia Business Studies 16:4, pages 693-711.
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Delia-Elena Diaconaşu, Seyed Mehdian & Ovidiu Stoica. (2022) An analysis of investors’ behavior in Bitcoin market. PLOS ONE 17:3, pages e0264522.
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David E. Allen. (2022) Cryptocurrencies, Diversification and the COVID-19 Pandemic. Journal of Risk and Financial Management 15:3, pages 103.
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Le Thanh Ha & Nguyen Van Dai. (2022) Total and Net-Directional Connectedness of Cryptocurrencies During the Pre- and Post-COVID-19 Pandemic. Journal of International Commerce, Economics and Policy 13:01.
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Răzvan Gabriel Hapau. 2022. Post-Pandemic Realities and Growth in Eastern Europe. Post-Pandemic Realities and Growth in Eastern Europe 387 406 .
Jarosław Kwapień, Marcin Wątorek & Stanisław Drożdż. (2021) Cryptocurrency Market Consolidation in 2020–2021. Entropy 23:12, pages 1674.
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Fan Zhang, Paresh Kumar Narayan & Neluka Devpura. (2021) Has COVID-19 changed the stock return-oil price predictability pattern?. Financial Innovation 7:1.
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Darko Vukovic, Moinak Maiti, Zoran Grubisic, Elena Grigorieva & Michael Frömmel. (2021) COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. Sustainability 13:15, pages 8578.
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Toni Pano & Rasha Kashef. (2020) A Complete VADER-Based Sentiment Analysis of Bitcoin (BTC) Tweets during the Era of COVID-19. Big Data and Cognitive Computing 4:4, pages 33.
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