Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment

S Gunay, JW Goodell, S Muhammed… - International Review of …, 2023 - Elsevier
We explore the domain of FinTech, DeFi, and NFT market relationships considering investor
attention. Using frequency connectedness analysis, we employ two different investor …

[图书][B] Do fundamentals drive cryptocurrency prices?

S Bhambhwani, S Delikouras, GM Korniotis - 2019 - news.miami.edu
We examine if two fundamental blockchain characteristics affect cryptocurrency prices. They
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 …

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 …

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 …

Gold, crude oil, bitcoin and Indian stock market: recent confirmation from nonlinear ARDL analysis

S Kumar, A Kumar, G Singh - Journal of Economic Studies, 2023 - emerald.com
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 …

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 …

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 …

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 …

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 …