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 …
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 …
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 …
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
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 …
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 …
an extended joint connectedness approach to study interlinkages between four markets …
Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market
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 …
cryptocurrencies' market. Specifically, we check how the changing intensity of the COVID-19 …
Deep learning-based cryptocurrency price prediction scheme with inter-dependent relations
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 …
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 …
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 …
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
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 …
stock‐bond nexus across differing investment time scales in the COVID‐19 era, using a …