Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach

I Yousaf, A Assaf, E Demir - Research in International Business and …, 2024 - Elsevier
In this paper, we analyze the quantile return connectedness between the real estate tokens
(PROPY, LATOKEN, ATLANT, IHT Real Estate Protocol) and other asset classes, namely oil …

Correlation structure between fiat currencies and blockchain assets

EJA Abakah, GMW Ullah, M Abdullah, CC Lee… - Finance Research …, 2024 - Elsevier
This study examines the correlation between fiat currencies of the G7 and BRICS economies
and non-fungible tokens (NFTs) and decentralized finance (DeFi). We use quantile-on …

[HTML][HTML] Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks

D Alaminos, MB Salas-Compás… - Physica A: Statistical …, 2024 - Elsevier
In recent years, Bitcoin has garnered attention as a digital currency, prompting increasing
debate regarding its effects on traditional financial markets, particularly the US dollar. This …

[HTML][HTML] Tech titans and crypto giants: Mutual returns predictability and trading strategy implications

E Bouri, A Sokhanvar, H Kinateder… - Journal of International …, 2024 - Elsevier
This study examines the directional return predictability between the technology sector of US
stock market and three major cryptocurrencies (Bitcoin, Ethereum, and Dogecoin). Using …

Metaverse tokens or metaverse stocks–Who's the boss?

DY Aharon, I Alon, O Vakhromov - Research in International Business and …, 2024 - Elsevier
The purpose of this article is to explore the relationship between metaverse stocks and
metaverse crypto price fluctuations and spillovers. We use a TVP-VAR approach to examine …

Uncertainty and cryptocurrency returns: A lesson from turbulent times

B Będowska-Sójka, J Górka, D Hemmings… - International Review of …, 2024 - Elsevier
This paper explores the interplay between economic uncertainty and cryptocurrency
behaviour. Using data spanning from April 2018 to December 2022, we examine the …

Extreme downside risk connectedness and portfolio hedging among the G10 currencies

EJA Abakah, M Brahim, JE Carlotti, AK Tiwari… - International …, 2024 - Elsevier
This study investigates the frequency connectedness among foreign exchange markets of
G10 countries, focusing on tail risk and its implications for portfolio management. To do so …

Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies

A Mercik, T Słoński, M Karaś - International Review of Financial Analysis, 2024 - Elsevier
This paper examines how adding crypto-assets onto companies' balance sheets changes
their risk profile, affecting the price of their stocks. By incorporating the risk factor related to …

Market and regulatory implications of social identity cohorts: a discussion of crypto influencers

AD Jagolinzer - Review of Accounting Studies, 2024 - Springer
Merkley et al. examine how cryptocurrency influencers recommend digital coins on Twitter
(X) and the associated price effects. They report that influencers may exploit market …

Time evolution of the chaos intensity of cryptocurrencies

PRL Alves - Nonlinear Dynamics, 2024 - Springer
This work analyses the chaos intensities of the ten cryptocurrencies with larger Volumes in
American Dollars from time series in reconstructed phase spaces. In the first step, the routine …