A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Bitcoin fails to prove safe haven status during pandemic.
Crypto-assets perform better than gold as safe-havens during market crashes.
During times of extreme market turmoil, it is acknowledged that there is a tendency towards "flight to safety". A strong (weak) safe haven is defined as an asset that has a significant positive (negative) return in periods where another asset is in distress, while hedge has to be negatively correlated (uncorrelated) on…
This paper aims to investigate the role of gold as a hedge and/or safe haven against oil price and currency market movements for medium (calm period) and large (extreme movement) fluctuations. In revisiting the role of gold, our study proposes new insights into the literature. First, our empirical design relaxes the as…
This paper provides an innovative perspective on the role of gold as a hedge and safe haven. We use a quantile-on-quantile regression approach to capture the dependence structure between gold returns and changes in uncertainty under different gold market conditions, while considering the nuances of uncertainty levels. …
Although Bitcoin has long been dominant in the crypto scene, it is certainly not alone. Ether is another cryptocurrency related project that has attracted an intensive attention because of its additional features. This study seeks to test whether these cryptocurrencies differ in terms of their volatile and speculative …
Our study proposes a new currency system to protect wealth from over-issued fiat and stablecoins.
The study examines tail dependence between global economic uncertainty and BRICS currencies using high-frequency data.
Improved MF-DFA model analyzes precious metals market efficiency and multifractality.
Study examines cryptoasset service providers in Austria, revealing global integration and distinct responses to market shocks.
Unified framework maps financial market dynamics using TE and KM, revealing directional information flow.
Bitcoin fails to function as a stable currency or store of value.
Cryptocurrencies are increasingly correlated with traditional financial markets.