Crypto-assets, Uncertainties, and Geopolitical Risks

被引:0
|
作者
Boungou, Whelsy [1 ]
Yatie, Alhonita [2 ]
机构
[1] Paris Sch Business, Paris, France
[2] IAE Bretagne Sud, Vannes, France
关键词
Geopolitical risks; Uncertainty; Crypto-asset; BITCOIN; GOLD;
D O I
暂无
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
Are crypto-assets resilient to rising uncertainties and geopolitical tensions? This article aims to examine the impact of economic uncertainties and geopolitical risks on crypto-assets performance. To do so, we mobilize data on the returns of 105 crypto-assets from January 2019 to December 2023.Our results highlight that uncertainties negatively and significantly affect the performance of crypto-assets. Moreover, crypto-asset returns are sensitive to geopolitical tensions (regardless of the threat or its execution). Overall, we provide unique evidence of the impact of uncertainties and geopolitical risks on crypto-asset market performance.
引用
收藏
页码:55 / 64
页数:10
相关论文
共 50 条
  • [31] Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach
    Mba, Jules Clement
    Mwambetania Mwambi, Sutene
    STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS, 2022, 26 (02): : 173 - 190
  • [32] Portfolio selection: should investors include crypto-assets? A multiobjective approach
    Youssef, Meriem
    Ben Naoua, Bouthaina
    Ben Abdelaziz, Fouad
    Chibane, Messaoud
    INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2023, 30 (05) : 2620 - 2639
  • [33] MICA and DeFi ("Proposal for a Regulation on Market in Crypto-assets" and "Decentralised Finance")
    Maia, Guilherme
    dos Santos, Joao Vieira
    RED-REVISTA ELECTRONICA DE DIREITO, 2022, 28 (02): : 57 - 82
  • [34] CLEARING THE CRYPTO-ASSETS WILDERNESS: THE EU COMMISSION'S MICA PROPOSAL
    Hinojosa Martinez, Luis M.
    REVISTA GENERAL DE DERECHO EUROPEO, 2021, (55): : 7 - 46
  • [35] Metaheuristic Algorithms For Portfolio Selection Problem: An Overview Including Crypto-Assets
    Alaya, Houda
    Youssef, Meriem
    2022 INTERNATIONAL CONFERENCE ON DECISION AID SCIENCES AND APPLICATIONS (DASA), 2022, : 1659 - 1664
  • [36] Crypto-assets, corruption, and capital controls: Cross-country correlations
    Alnasaa, Marwa
    Gueorguiev, Nikolay
    Honda, Jiro
    Imamoglu, Eslem
    Mauro, Paolo
    Primus, Keyra
    Rozhkov, Dmitriy
    ECONOMICS LETTERS, 2022, 215
  • [37] Crude oil, crypto-assets and dependence: the impact of the COVID-19 pandemic
    Mzoughi, Hela
    Ghabri, Yosra
    Guesmi, Khaled
    INTERNATIONAL JOURNAL OF ENERGY SECTOR MANAGEMENT, 2023, 17 (03) : 552 - 568
  • [38] The Regulation on Markets in Crypto-Assets (MiCAR): Landmark Codification, or First Step of Many, or Both?
    Maume, Philipp
    EUROPEAN COMPANY AND FINANCIAL LAW REVIEW, 2023, 20 (02) : 243 - 275
  • [39] What's in a Name?: The Classification of 'Interest' on Crypto-assets in South Africa and Beyond
    Parsons, Shaun
    INTERTAX, 2022, 50 (6-7): : 499 - 511
  • [40] Assessing the Credit Risk of Crypto-Assets Using Daily Range Volatility Models
    Fantazzini, Dean
    INFORMATION, 2023, 14 (05)