Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach
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 …
(PROPY, LATOKEN, ATLANT, IHT Real Estate Protocol) and other asset classes, namely oil …
Correlation structure between fiat currencies and blockchain assets
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 …
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 …
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
This study examines the directional return predictability between the technology sector of US
stock market and three major cryptocurrencies (Bitcoin, Ethereum, and Dogecoin). Using …
stock market and three major cryptocurrencies (Bitcoin, Ethereum, and Dogecoin). Using …
Metaverse tokens or metaverse stocks–Who's the boss?
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 …
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 …
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 …
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
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 …
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 …
(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 …
American Dollars from time series in reconstructed phase spaces. In the first step, the routine …