This study primarily explores the mechanisms of risk propagation among cryptocurrencies,
unveiling for the first time the frequency dimension of risk propagation within the …

Blockchain (BCn) revolution across the world leads the global transformation by altering the
existing structure and introducing the accessible and decentralized paradigm. This …

This paper aims to reveal the asymmetric co-integration relationship and asymmetric
causality between Bitcoin and global financial assets, namely gold, crude oil and the US …

This article investigates the dynamic relationship between cryptocurrencies and metals,
examining the existence and direction of volatility spillovers. While previous studies have …

This paper investigates the volatility dynamics of Bitcoin, Ethereum, and Litecoin both before
and after the COVID-19 pandemic. Employing an asymmetric two-state MS-MGARCH …

Cryptocurrencies, which have begun to become an important rival to cash due to the
changing lifestyle and technological developments, are gradually increasing their coverage …

This research endeavors to forecast Bitcoin prices by employing a suite of machine learning
and deep learning models. Five distinct models were employed: Random Forest, Linear …

Sažetak Cryptocurrencies have met with a great deal of interest since they first appeared. It
is not just because it is a new technology. At the same time, the fact that these instruments …

In recent years, cryptocurrencies have become a significant element of the modern
economy, attracting the attention of investors, regulators, and researchers. Despite …