A systematic review of the bubble dynamics of cryptocurrency prices
This paper surveys the academic literature concerning the formation of pricing bubbles in
digital currency markets. Studies indicate that several bubble phases have taken place in …
digital currency markets. Studies indicate that several bubble phases have taken place in …
How cryptocurrency affects economy? A network analysis using bibliometric methods
Y Yue, X Li, D Zhang, S Wang - International Review of Financial Analysis, 2021 - Elsevier
This paper analyses existing literature about the economic effects of cryptocurrency using
bibliometric methods. 1850 articles are collected from “Web of Science core database” from …
bibliometric methods. 1850 articles are collected from “Web of Science core database” from …
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
We investigate the impact of geopolitical risks caused by the Russian-Ukrainian conflict on
Russia, European financial markets, and the global commodity markets. We measure the …
Russia, European financial markets, and the global commodity markets. We measure the …
[HTML][HTML] Safe haven or risky hazard? Bitcoin during the COVID-19 bear market
The Covid-19 bear market presents the first acute market losses since active trading of
Bitcoin began. This market downturn provides a timely test of the frequently expounded safe …
Bitcoin began. This market downturn provides a timely test of the frequently expounded safe …
[HTML][HTML] Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic
The COVID-19 pandemic provided the first widespread bear market conditions since the
inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin …
inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin …
Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis
Cryptocurrency values have recently fallen substantially. Why? We examine the impact of
attention on the Russia-Ukraine War, proxied by Google Trends, on cryptocurrencies (and …
attention on the Russia-Ukraine War, proxied by Google Trends, on cryptocurrencies (and …
[HTML][HTML] Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties
This paper examines return and volatility connectedness between Bitcoin, traditional
financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and …
financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and …
[HTML][HTML] The cryptocurrency uncertainty index
We have developed and made available a new Cryptocurrency Uncertainty Index (UCRY)
based on news coverage. Our UCRY Index captures two types of uncertainty: that of the …
based on news coverage. Our UCRY Index captures two types of uncertainty: that of the …
Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression
We investigate the impact of geopolitical risk (GPR) generated by the Russian-Ukrainian
conflict on European and Russian bonds, equity, and global commodity markets. We employ …
conflict on European and Russian bonds, equity, and global commodity markets. We employ …
[HTML][HTML] Hedging geopolitical risks with different asset classes: A focus on the Russian invasion of Ukraine
We examine the hedging properties of different asset classes as impacted by the Russian
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …
invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …