Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework

B Chen, Y Sun - The North American Journal of Economics and Finance, 2024 - Elsevier
Existing research pays less attention to the risk characteristics and connectedness of higher
moments of cryptocurrencies. We dynamically analyze the risk characteristics of …

On extreme value theory in the presence of technical trend: pre and post Covid-19 analysis of cryptocurrency markets

S Thazhungal Govindan Nair - Journal of Financial Economic Policy, 2022 - emerald.com
Purpose Research on price extremes and overreactions as potential violations of market
efficiency has a long tradition in investment literature. Arguably, very few studies to date …

Economic issue and technological resilience of pre-and post-COVID-19

I Abdelkafi, Y Ben Romdhane, H Mefteh - Arab Gulf Journal of …, 2022 - emerald.com
Purpose The purpose of this paper is to investigate the impact of COVID-19 pandemic on the
changing relationship between technology and economic activity in MENA countries …

Unpacking the financial attributes of blue-chip non-fungible tokens (NFTs) against traditional and digital assets

SAH Havidz, MD Santoso, T Alexander… - Asian Journal of …, 2024 - emerald.com
Purpose This study aims to identify the financial attributes of non-fungible tokens (NFTs) as
safe havens, hedges or diversifiers against traditional (stock indices, foreign exchange, gold …

The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis

EJA Abakah, GM Caporale… - Cogent Economics & …, 2022 - Taylor & Francis
This paper assesses the impact of US policy responses to the Covid-19 pandemic on
various technology-related assets such as cryptocurrencies, financial technology, and …

Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption

V Anandhabalaji, M Babu, J Gayathri… - … Journal of Energy …, 2023 - econjournals.com.tr
The present study proposes to investigate the influence of the covid-19, on the adjusted
closing price of the digital currency based on energy consumption during the process of …

The Stability of Islamic Cryptocurrencies and Copula-Based Dependence with Alternative Crypto and Fiat Currencies

BA Nugroho - ISRA International Journal of Islamic Finance, 2023 - journal.inceif.edu.my
Purpose—This study aims to examine Islamic cryptocurrencies and their dependency on
foreign exchange markets in vine copula architecture (CD-Vine) and provide a framework for …

Effect of Monetary Policy Decisions and Announcements on the Price of Cryptocurrencies: An Elastic-Net With Arima Residuals Approach

T Peciulis, A Vasiliauskaite - Economics and Culture, 2024 - sciendo.com
Research purpose. This study analysed the three cryptocurrencies with the largest market
capitalization: Bitcoin, Ether (cryptocurrency built upon the Ethereum project's blockchain …

Navigating Uncertainty: The Role of Digital Assets

A Husain - Global Review of Islamic Economics and …, 2023 - ejournal.uin-suka.ac.id
This research studies the dynamic connectedness among digital assets proxied by non-
fungible tokens (NFTs), Islamic cryptocurrencies, and conventional cryptocurrencies with the …

[PDF][PDF] The Effect of Covid Pandemic on Cryptocurrency Markets; A Literature Review

A Zarifhonarvar - A Literature Review (November 25, 2022), 2022 - papers.ssrn.com
The consequences of COVID-19 on the financial sector have gained so much attention. At
the same time, another growing part of the financial markets is cryptocurrencies, and it …