Unification of Blockchain and Internet of Things (BIoT): requirements, working model, challenges and future directions
Abstract The Internet of Things (IoTs) enables coupling of digital and physical objects using
worthy communication technologies and introduces a future vision where computing …
worthy communication technologies and introduces a future vision where computing …
Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics: A systematic literature review
J Almeida, TC Gonçalves - Journal of Risk and Financial Management, 2022 - mdpi.com
Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …
[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 …
[HTML][HTML] Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices
This paper examines the dynamic connectedness of return-and volatility spillovers among
cryptocurrency index (CRIX), Gold, and uncertainty measures. Apart from traditional …
cryptocurrency index (CRIX), Gold, and uncertainty measures. Apart from traditional …
When bitcoin lost its position: cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic
This paper examines the dynamic spillovers among the major cryptocurrencies under
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …
Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures
Using daily data from August 9, 2015, to July 7, 2020, this study examines the effects of
economic policy uncertainty (EPU) on the returns of four cryptocurrencies: Bitcoin, Ethereum …
economic policy uncertainty (EPU) on the returns of four cryptocurrencies: Bitcoin, Ethereum …
Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar
In this article, we examine the hedging and safe-haven properties of Bitcoin against crude oil
implied volatility (OVX) and structural shocks using a dummy variable GARCH and quantile …
implied volatility (OVX) and structural shocks using a dummy variable GARCH and quantile …
The effect of political and economic uncertainty on the cryptocurrency market
This article explores the effect of uncertainty on the cryptocurrency market. Previous work
has been limited to analyzing the effect of uncertainty on Bitcoin. We depart from the …
has been limited to analyzing the effect of uncertainty on Bitcoin. We depart from the …
Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?–New evidence from quantile coherency analysis
Employing the new measure of the contagion effect of the COVID-19, ie the Infectious
Disease EMV Index by Baker et al.(2020) and the novel Quantile Cross-spectral (coherency) …
Disease EMV Index by Baker et al.(2020) and the novel Quantile Cross-spectral (coherency) …