Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets

W Hanif, HU Ko, L Pham, SH Kang - Financial Innovation, 2023 - Springer
This study examines the connectedness in high-order moments between cryptocurrency,
major stock (US, UK, Eurozone, and Japan), and commodity (gold and oil) markets. Using …

Can cryptocurrency solve the problem of financial constraint in corporates? A literature review and theoretical perspective

J Symss - Qualitative Research in Financial Markets, 2023 - emerald.com
Purpose This paper aims to attempt to examine some of the unique features of
cryptocurrency and the reasons for its growing market acceptability. Given the expanding …

[HTML][HTML] Green gold or carbon beast? Assessing the environmental implications of cryptocurrency trading on clean water management and carbon emission SDGs

F Mustafa, C Mordi, AA Elamer - Journal of Environmental Management, 2024 - Elsevier
This study addresses the ongoing debate concerning the environmental implications of
cryptocurrencies. Specifically, it investigates the impact of Bitcoin trading volume on water …

Connectedness between Gold and Cryptocurrencies in COVID‐19 Pandemic: A Frequency‐Dependent Asymmetric and Causality Analysis

Z Barson, PO Junior, AM Adam, E Asafo-Adjei - Complexity, 2022 - Wiley Online Library
We employ a frequency‐dependent asymmetric and causality analysis to investigate the
connectedness between gold and cryptocurrencies during the COVID‐19 pandemic. Hence …

A systematic literature review on the determinants of cryptocurrency pricing

S Peng, C Prentice, S Shams, T Sarker - China Accounting and …, 2023 - emerald.com
A systematic literature review on the determinants of cryptocurrency pricing | Emerald Insight
Books and journals Case studies Expert Briefings Open Access Publish with us Advanced …

Connectedness across meme assets and sectoral markets: Determinants and portfolio management

AH Elsayed, ME Hoque, M Billah, MK Alam - International Review of …, 2024 - Elsevier
This study examines the dynamic connectedness and risk spillovers between meme coins,
meme stocks, and sectoral markets under different investment horizons. Further, we explore …

Co-movements between an Asian technology stock index and cryptocurrencies during the COVID-19 pandemic: a bi-wavelet approach

A Rijanto - Economies, 2023 - mdpi.com
This study investigates the co-movement patterns of Asia technology stock indices and
cryptocurrencies during the COVID-19 pandemic. The analysis examines Bitcoin and …

Market uncertainty and correlation between Bitcoin and Ether

K Nakagawa, R Sakemoto - Finance Research Letters, 2022 - Elsevier
This study investigates whether market states impact the Bitcoin-Ether correlation. We
observe an increase in the average correlation due to a rise in popularity of Ether. We also …

Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls

X Sun, C Stasinakis, G Sermpinis - Journal of Financial Stability, 2024 - Elsevier
Abstract Decentralized Autonomous Organization (DAO) is very popular in Decentralized
Finance (DeFi) applications as it provides a decentralized governance solution through …

Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches

MT Kartal, M Kevser, F Ayhan - Economic Change and Restructuring, 2023 - Springer
This study examines the asymmetric effects of global factors on the returns of
cryptocurrencies. In this context, the study focuses on Bitcoin, Ethereum, and Ripple as top …