Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks
We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …
investigate the volatility connectedness among 27 emerging equity markets and seven high …
[HTML][HTML] NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis
This paper examines the efficiency and asymmetric multifractal features of NFTs, DeFi,
cryptocurrencies, and traditional assets using Asymmetric Multifractal Cross-Correlations …
cryptocurrencies, and traditional assets using Asymmetric Multifractal Cross-Correlations …
Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications
This study examines asymmetric efficiency and connectedness among halal tourism stocks,
green stocks, cryptocurrency, gold, and oil using data covering the period from 2018M12 …
green stocks, cryptocurrency, gold, and oil using data covering the period from 2018M12 …
[HTML][HTML] Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales
S Kakinaka, K Umeno - Research in International Business and Finance, 2022 - Elsevier
This study investigates the scale-dependent structure of asymmetric volatility effect in six
representative cryptocurrencies: Bitcoin, Ethereum, Ripple, Litecoin, Monero, and Dash. By …
representative cryptocurrencies: Bitcoin, Ethereum, Ripple, Litecoin, Monero, and Dash. By …
More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies
K Fung, J Jeong, J Pereira - Finance research letters, 2022 - Elsevier
This paper explores the risk and return characteristics of a large and diverse cross-section of
254 cryptocurrencies that differ in traded volume and main usage. First, we find long …
254 cryptocurrencies that differ in traded volume and main usage. First, we find long …
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
This paper is motivated by Bitcoin's rapid ascension into mainstream finance and recent
evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated …
evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated …
Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet
This study examines how Islamic and conventional technology stock indices interact with
blockchain technology assets including Metaverse, High-Performance Blockchain, and …
blockchain technology assets including Metaverse, High-Performance Blockchain, and …
Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and …
ŞC Gherghina, LN Simionescu - Financial Innovation, 2023 - Springer
This paper explores the asymmetric effect of COVID-19 pandemic news, as measured by the
coronavirus indices (Panic, Hype, Fake News, Sentiment, Infodemic, and Media Coverage) …
coronavirus indices (Panic, Hype, Fake News, Sentiment, Infodemic, and Media Coverage) …
[HTML][HTML] Предпосылки появления и мировой опыт внедрения цифровых валют центральных банков
АЮ Михайлишин - Russian Journal of Economics and Law, 2021 - cyberleninka.ru
Цель: определение преимуществ и особенностей развития централизованных
цифровых валют, а также перспектив их развития в мире. Методы: исторический …
цифровых валют, а также перспектив их развития в мире. Методы: исторический …
Enhancing Crypto Success via Heatmap Visualization of Big Data Analytics for Numerous Variable Moving Average Strategies
This study employed variable moving average (VMA) trading rules and heatmap
visualization because the flexibility advantage of the VMA technique and the presentation of …
visualization because the flexibility advantage of the VMA technique and the presentation of …