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Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.; Xuan Vinh Vo; Ogbonna, Ahamuefula E.; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
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Between financial and algorithmic dynamics of cryptocurrencies : an exploratory study
Schinckus, Christophe; Nguyen Phuc Canh; Chong Hui Ling - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 3055-3070
Persistent link: https://www.econbiz.de/10014327718
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Liquidity risk and expected cryptocurrency returns
Zhang, Wei; Li, Yi - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 472-492
Persistent link: https://www.econbiz.de/10014253217
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The environmental consequences of blockchain technology : a Bayesian quantile cointegration analysis for Bitcoin
Polemis, Michael; Tsionas, Efthymios G. - In: International journal of finance & economics : IJFE 28 (2023) 2, pp. 1602-1621
Persistent link: https://www.econbiz.de/10014253427
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Causality and dynamic spillovers among cryptocurrencies and currency markets
Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2026-2040
Persistent link: https://www.econbiz.de/10013184641
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Influences of uncertainty on the returns and liquidity of cryptocurrencies : evidence from a portfolio approach
Nguyen Quang Binh; Thai-Ha Le; Nguyen Phuc Canh - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2497-2513
Persistent link: https://www.econbiz.de/10013184899
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Which predictor is more predictive for Bitcoin volatility? : and why?
Liang, Chao; Zhang, Yaojie; Li, Xiafei; Ma, Feng - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1947-1961
Persistent link: https://www.econbiz.de/10013184415
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Are cryptocurrencies connected to gold? : a wavelet-based quantile-in-quantile approach
Kumah, Seyram Pearl; Mensah, Jones Odei - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3640-3659
Persistent link: https://www.econbiz.de/10013330732
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Are the top six cryptocurrencies efficient? : evidence from time-varying long memory
Jena, Sangram Keshari; Tiwari, Aviral Kumar; Doğan, Buhari - In: International journal of finance & economics : IJFE 27 (2022) 3, pp. 3730-3740
Persistent link: https://www.econbiz.de/10013330753
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Market efficiency of the cryptocurrencies : some new evidence based on price-volume relationship
Sahoo, Pradipta Kumar; Sethi, Dinabandhu - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 1569-1580
Persistent link: https://www.econbiz.de/10014533274