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 …

A novel cryptocurrency price prediction model using GRU, LSTM and bi-LSTM machine learning algorithms

MJ Hamayel, AY Owda - Ai, 2021 - mdpi.com
Cryptocurrency is a new sort of asset that has emerged as a result of the advancement of
financial technology and it has created a big opportunity for researches. Cryptocurrency …

[PDF][PDF] The nexus between COVID-19 fear and stock market volatility

W Li, F Chien, H Waqas Kamran… - Economic research …, 2022 - hrcak.srce.hr
This study described an empirical link between COVID-19 fear and stock market volatility.
Studying COVID-19 fear with stock market volatility is crucial for planning adequate portfolio …

Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies

TLD Huynh, E Hille, MA Nasir - Technological Forecasting and Social …, 2020 - Elsevier
In the context of the 4th industrial revolution, artificial intelligence (AI) and environmental
challenges, this study investigates the role of AI, robotics stocks and green bonds in portfolio …

An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID …

NTH Nham - Technological Forecasting and Social Change, 2022 - Elsevier
We employ a time-varying parameter vector autoregression (TVP-VAR) in combination with
an extended joint connectedness approach to study interlinkages between four markets …

Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market

N Iqbal, Z Fareed, G Wan, F Shahzad - International Review of Financial …, 2021 - Elsevier
In the wake of recent pandemic of COVID-19, we explore its unprecedented impact on the
cryptocurrencies' market. Specifically, we check how the changing intensity of the COVID-19 …

Deep learning-based cryptocurrency price prediction scheme with inter-dependent relations

S Tanwar, NP Patel, SN Patel, JR Patel… - IEEE …, 2021 - ieeexplore.ieee.org
Blockchain technology is becoming increasingly popular because of its applications in
various fields. It gives an edge over the traditional centralized methods as it provides …

Cryptocurrency market microstructure: a systematic literature review

J Almeida, TC Gonçalves - Annals of Operations Research, 2024 - Springer
This study contributes to the unconsolidated cryptocurrency literature, with a systematic
literature review focused on cryptocurrency market microstructure. We searched Web of …

Information Flow from COVID‐19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN‐Induced Transfer Entropy Analysis

A Bossman - Complexity, 2021 - Wiley Online Library
With the steady growth in the data set on the COVID‐19 pandemic, empirical works that
employ novel and yet appropriate statistical techniques to corroborate previous findings of …

Flights‐to‐and‐from‐Quality with Islamic and Conventional Bonds in the COVID‐19 Pandemic Era: ICEEMDAN‐Based Transfer Entropy

A Bossman, SK Agyei, P Owusu Junior, EA Agyei… - …, 2022 - Wiley Online Library
We revisit the flight‐to‐quality (FTQ) and flight‐from‐quality (FFQ) occurrences vis‐à‐vis the
stock‐bond nexus across differing investment time scales in the COVID‐19 era, using a …