The prior literature disregards the time-varying conditional correlation and its importance for
portfolio diversification when it assesses the risk-return profile of fine wine with that of stocks. …

In addition to providing consumption utility, fine wine has rapidly become an alternative
investment vehicle as the financial crisis has pushed investors to look for less-conventional …

This paper examines the conditional volatility and return linkages for the equity markets of
Morocco, Tunisia, Egypt, Israel, Lebanon, Jordan, Kuwait, Bahrain, Qatar, UAE, Saudi Arabia, …

This paper, which relies on a dynamic conditional correlation model covering eight years of
daily data for twelve equity markets in the Middle East and North Africa, examines the …

This study applies a multivariate model to examine the dynamics of mean and volatility
transmission between fine wine and crude oil prices using daily observations from January 2004 …

Purpose – The purpose of this paper is to examine fine wine’s safe-haven status with
respect to US equity movements. Design/methodology/approach – We use a generalized …

Purpose – This paper aims to examine the dynamic relationship across stock market returns
in Morocco, Tunisia, Egypt, Lebanon, Jordan, Kuwait, Bahrain, Qatar, United Arabic …

This paper uses a dynamic conditional correlation model to examine whether Bitcoin can
act as a hedge and safe haven for major world stock indices, bonds, oil, gold, the general …

We examine whether Bitcoin can hedge global uncertainty, measured by the first principal
component of the VIXs of 14 developed and developing equity markets. After decomposing …

Prior studies on the price formation in the Bitcoin market consider the role of Bitcoin transactions
at the conditional mean of the returns distribution. This study employs in contrast a non-…