Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets

SK Agyei, AM Adam, A Bossman… - Cogent Economics & …, 2022 - Taylor & Francis
We present a multi-scale and time-frequency analysis of the degree of integration and the
lead-lag relationship between six cryptocurrencies (ie, Bitcoin, Bitcoincash, Ethereum …

The dynamics of market efficiency of major cryptocurrencies

F Aslam, BA Memon, AI Hunjra, E Bouri - Global Finance Journal, 2023 - Elsevier
The exponential growth of Fintech innovation has increased the interest in cryptocurrency
market informational efficiency given that cryptocurrencies and their underlying blockchain …

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 …

Energy-conserving cryptocurrency response during the COVID-19 pandemic and amid the Russia–Ukraine conflict

E Mnif, K Mouakhar, A Jarboui - The Journal of Risk Finance, 2023 - emerald.com
Purpose The mining process is essential in cryptocurrency networks. However, it consumes
considerable electrical energy, which is undoubtedly harmful to the environment. In …

An exploratory study on the impact of the COVID-19 confinement on the financial behavior of individual investors

R Priem - Economics, Management, and Financial Markets, 2021 - ceeol.com
This article explores the impact of the COVID-19 lockdown in Belgium on the financial
behavior of individual investors. Specifically, the article is the first to examine whether …

Do banking and financial services sectors show herding behaviour in Indian stock market amid COVID-19 pandemic? Insights from quantile regression approach

PK Mishra, SK Mishra - Millennial Asia, 2023 - journals.sagepub.com
In India, the coronavirus (COVID-19) pandemic-induced country-wide regulatory lockdown
and consequential supply-chain disruptions and market instability have all posed serious …

Efficiency and herding analysis in gold-backed cryptocurrencies

E Mnif, B Salhi, L Trabelsi, A Jarboui - Heliyon, 2022 - cell.com
This study analyses and compares the behavior of the gold-backed, conventional
cryptocurrency, and gold markets capable of detecting the existence of herding and …

Motivations, barriers and risk-taking when investing in cryptocurrencies

Z Smutny, Z Sulc, J Lansky - Mathematics, 2021 - mdpi.com
The cryptocurrency market is very young, volatile, and highly risky. By the end of 2020, a
new bull run started, and the prices of several cryptocurrencies reached record-breaking …

Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19

A Assaf, K Mokni, I Yousaf, A Bhandari - Research in International Business …, 2023 - Elsevier
In this paper, we study the long memory behavior of the hourly cryptocurrency returns during
the COVID-19 pandemic period. Initially, we apply different tests against the spurious long …

Investor behavior and cryptocurrency market bubbles during the COVID-19 pandemic

E Mnif, B Salhi, K Mouakha, A Jarboui - Review of Behavioral Finance, 2022 - emerald.com
Investor behavior and cryptocurrency market bubbles during the COVID-19 pandemic | Emerald
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