Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment
We explore the domain of FinTech, DeFi, and NFT market relationships considering investor
attention. Using frequency connectedness analysis, we employ two different investor …
attention. Using frequency connectedness analysis, we employ two different investor …
[图书][B] Do fundamentals drive cryptocurrency prices?
We examine if two fundamental blockchain characteristics affect cryptocurrency prices. They
are computing power (hashrate) and network (number of users), which are related to …
are computing power (hashrate) and network (number of users), which are related to …
Time horizon and cryptocurrency ownership: Is crypto not speculative?
Y Bonaparte - Journal of International Financial Markets, Institutions …, 2022 - Elsevier
This paper shows that households' time horizon influences the propensity to own crypto. In
particular, the longer the time horizon, the greater the propensity to own Crypto. Our results …
particular, the longer the time horizon, the greater the propensity to own Crypto. Our results …
A new “Wall Street Darling?” effects of regulation sentiment in cryptocurrency markets
Y Bonaparte, G Bernile - Finance Research Letters, 2023 - Elsevier
We analyze the prospect of cryptocurrency regulation affects cryptocurrency prices, volatility
and trading using the Google Trend technique to construct the Crypto Regulation Sentiment …
and trading using the Google Trend technique to construct the Crypto Regulation Sentiment …
Macroeconomic fundamentals and cryptocurrency prices: A common trend approach
X Jiang, IM Rodríguez Jr, Q Zhang - Financial management, 2023 - Wiley Online Library
Based on asset pricing theory, we posit and find that equity markets and cryptocurrency
markets share a common fundamental. Our cointegration tests show that the most important …
markets share a common fundamental. Our cointegration tests show that the most important …
Gold, crude oil, bitcoin and Indian stock market: recent confirmation from nonlinear ARDL analysis
Purpose This paper investigates the causality among gold prices, crude oil prices, bitcoin
and stock prices by using daily data from January 2014 to December 2021. The study also …
and stock prices by using daily data from January 2014 to December 2021. The study also …
The bitcoin vix and its variance risk premium
C Alexander, A Imeraj - Forthcoming in the Journal of Alternative …, 2019 - papers.ssrn.com
We acquire a unique dataset of high-frequency traded prices for bitcoin call and put options
from the Deribit cryptocurrency derivatives exchange, by 15-minute sampling via the …
from the Deribit cryptocurrency derivatives exchange, by 15-minute sampling via the …
Do entrepreneurs use cryptocurrency to hedge against their business risk?
Y Bonaparte - Finance Research Letters, 2024 - Elsevier
This paper studies if entrepreneurs use cryptocurrency to hedge against business risk.
Cryptocurrency is a newly emerging asset class that distinct from other traditional asset …
Cryptocurrency is a newly emerging asset class that distinct from other traditional asset …
On the Portfolio Choice of Crypto Asset Class: Why the Millennials Own Crypto?
Y Bonaparte - Available at SSRN 3829275, 2021 - papers.ssrn.com
We utilize a unique data from the recent wave of Survey of Consumer Finance 2019 to
analyze the portfolio choice of a new and raising asset class: cryptocurrency. Namely, who …
analyze the portfolio choice of a new and raising asset class: cryptocurrency. Namely, who …
Bitcoin and integration patterns in the forex market
N Virk - Finance Research Letters, 2022 - Elsevier
This study investigates the dependence structure between bitcoin (BTC) and five leading–
leaving the US dollar out–conventional currencies by using Engle's (2002) DCC model …
leaving the US dollar out–conventional currencies by using Engle's (2002) DCC model …