Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks

M Balcilar, H Ozdemir, B Agan - Physica A: Statistical Mechanics and its …, 2022 - Elsevier
We use time and frequency connectedness approaches based on network analysis to
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

MAF Chowdhury, M Abdullah, M Alam… - International Review of …, 2023 - Elsevier
This paper examines the efficiency and asymmetric multifractal features of NFTs, DeFi,
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

M Abdullah, MAF Chowdhury, Z Sulong - Resources Policy, 2023 - Elsevier
This study examines asymmetric efficiency and connectedness among halal tourism stocks,
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 …

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 …

The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

E Bouri, AA Salisu, R Gupta - Financial Innovation, 2023 - Springer
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 …

Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet

X Zhao, MG Asl, MM Rashidi, L Vasa… - The Quarterly Review of …, 2023 - Elsevier
This study examines how Islamic and conventional technology stock indices interact with
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) …

[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 …

Enhancing Crypto Success via Heatmap Visualization of Big Data Analytics for Numerous Variable Moving Average Strategies

CL Chiu, Y Ni, HC Hu, MY Day, Y Chen - Applied Sciences, 2023 - mdpi.com
This study employed variable moving average (VMA) trading rules and heatmap
visualization because the flexibility advantage of the VMA technique and the presentation of …