In this paper, we constructed a volatility spillover index based on the time-varying parameter
vector autoregressions (TVP-VAR) model to study the asymmetric volatility spillover effect …

We examine the effects of the 2021 Chinese cryptocurrency ban on several aspects of crypto
market quality, namely, prices, volatility, and liquidity. We find that average crypto prices …

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 …

We identify some factors limiting CBDC adoption and some of the possible solutions. We
also assess the media sentiment about central bank digital currencies in general as well as …

The rapid rise of Bitcoin and its increasing global adoption has raised concerns about its
impact on traditional markets, particularly in periods of economic turmoil and uncertainty …

As reliance on disruptive applications based on Artificial Intelligence (AI) and Blockchain
grows, the need for secure and trustworthy solutions becomes ever more critical. Whereas …

Analysing the green bond's hedging performance against cryptocurrency uncertainty is
essential to maximising investment returns. The study innovatively uses the TVP-SV-VAR …

Objectives A comprehensive scoping review, followed by visual analyses of results, was
conducted to understand the overall money laundering threat landscape. Methods A …

We employ a time-varying parameter vector autoregression (TVP-VAR) joint connectedness
approach to study the dynamic risk spillover effects between cryptocurrencies and China's …

The present study offers new insights into the financial trends of leading metaverse tokens,
exploring their relationship with public attention measured by Google Trends and global …