This paper examines the efficiency of the market for non-fungible tokens (NFTs) against the
backdrop of the market for fungible tokens (FTs) that includes Bitcoin and Ethereum. We …

This paper introduces a stochastic volatility model with an independent self-exciting jump
structure model (SE-SVIJ) to capture the jump dynamics of cryptocurrency daily returns. The …

In recent years, a series of new digital financial technologies (fintech) such as open banking
and distributed finance have emerged; however, the advancement of financial regulatory …

Jump dynamics in financial markets exhibit significant complexity, often resulting in
increased probabilities of subsequent jumps, akin to earthquake aftershocks. This study …

Using the Bollinger Bands trading strategy (BBTS), investors are advised to buy (and then
sell) Bitcoin and Ethereum spot prices in response to BBTS's oversold (overbought) signals …

This paper examines the time-varying directional predictability from the implied volatility of
risky assets, such as US stocks, to the implied volatility of less risky or safe haven assets …

The transition from the reference rate based on interbank offered rates, such as the Turkish
lira interbank offer rate (TRLIBOR), to the risk-free rate (RfR), the Turkish lira overnight …

This paper provides multidisciplinary insights into the dynamics of market efficiency spillover
of financial assets, considering Bitcoin, DXY (US Dollar Index), S&P 500, and crude oil in …

Blockchain exchange-traded funds (ETFs) are nascent products in the financial industry. A
limited literature focuses on the multifractal analysis of some conventional ETFs, but the …

This article analyzes the calendar anomaly of the day of the week effect in the
cryptocurrency market. Financial markets thrive on open marketplaces, faster …