Connectedness and investment strategies of volatile assets: DCC-GARCH R2 analysis of cryptocurrencies and emerging market sectors

Aslam, Adnan; Brahmana, Rayenda Khresna

doi:10.1016/j.bir.2025.03.004

All Outputs (4)

Geopolitical risk and bond market dynamics: Assessing the impact of threats and realized events (2025)
Journal Article

This study examines the impact of geopolitical risk on global bond markets, with a focus on distinguishing between geopolitical threats and realized geopolitical events. Using daily data, the study applies a multi-method framework comprising the time... Read More about Geopolitical risk and bond market dynamics: Assessing the impact of threats and realized events.

The impact of climate policy uncertainty on the dynamic connectedness among leading fish-exporting nations (2025)
Journal Article

The main objective of this research is to investigate the fisheries interconnectedness among fish-exporting nations and how the climate policy uncertainty (CPU) may affect that dynamic connectedness. Using data from January 2012 to June 2024, we cond... Read More about The impact of climate policy uncertainty on the dynamic connectedness among leading fish-exporting nations.

Spillovers between hydrogen, nuclear, and AI sectors: The impact of climate policy uncertainty and geopolitical risks (2025)
Journal Article

This study investigates the spillover effects between hydrogen energy, nuclear energy, and artificial intelligence (AI) sectors in the context of the global clean energy transition, with a particular focus on the impact of climate policy uncertainty... Read More about Spillovers between hydrogen, nuclear, and AI sectors: The impact of climate policy uncertainty and geopolitical risks.

Connectedness and investment strategies of volatile assets: DCC-GARCH R2 analysis of cryptocurrencies and emerging market sectors (2025)
Journal Article

This study investigates the return propagation dynamics between cryptocurrencies and emerging market sectoral indices (EMSI), focusing on portfolio impact from Bitcoin, Ethereum, and two gold-backed cryptocurrencies (PAXG and X8X). Using data from 20... Read More about Connectedness and investment strategies of volatile assets: DCC-GARCH R2 analysis of cryptocurrencies and emerging market sectors.