Analyzing comovements and connectedness is critical for providing significant implications
for crypto-portfolio risk management. However, most existing research focuses on the lower …

We examine the co-jumps of 37 cryptocurrencies based on a network model, and analyse
the portfolio implications. The results reveal that, firstly, Bitcoin exerts the strongest influence …

The cryptocurrency crash on the 5th of September, 2018, resulted in price decreases in 95 of
the 100 leading digital currencies. We obtained millisecond data of some of the more …

To investigate the impacts of monetary policies on the jump risk of Chinese stock market, we
introduce them into an exponential generalized autoregressive conditional …

Research on cryptocurrencies has proliferated in recent years. Our research objective was
to answer the question of whether macroeconomic news from the US affects Bitcoin in the …

Motivated by recent evidence showing that shocks in cryptocurrencies' trade volume
increase their energy consumption and carbon footprint, this study seeks to identify the news …

We examine intraday emerging currency jumps in response to domestic and foreign
macroeconomic news announcements, as well as US senior officials' speeches. We use the …

Purpose This study aims to better understand the effects of speeches as a valuable
communication tool for central banks. It extends the analysis of the effects of public …

Purpose We examine the relationship between macroeconomic news and fund price jumps,
using high-frequency 5-min intraday data for Exchange Traded Funds (ETFs) and Listed …

Can technology protect investors from extreme losses? This paper investigates the short-
and long-run hedging and safe haven properties of Bitcoin for the US dollar over the period …