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Portfolio diversification with virtual currency : evidence from bitcoin
Guesmi, Khaled; Saadi, Samir; Abid, Ilyes; Ftiti, Zied - In: International review of financial analysis 63 (2019), pp. 431-437
Persistent link: https://www.econbiz.de/10012208197
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Bitcoin price volatility transmission between spot and futures markets
Apostolakis, George N. - In: International review of financial analysis 94 (2024), pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
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Asymmetric mean reversion of Bitcoin price returns
Corbet, Shaen; Katsiampa, Paraskevi - In: International review of financial analysis 71 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012435719
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Who buys Bitcoin? : the cultural determinants of Bitcoin activity
Foley, Sean; Frijns, Bart; Garel, Alexandre; Roh, Tai-Yong - In: International review of financial analysis 84 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013472975
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Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong; Su, Zhi; Yin, Libo - In: International review of financial analysis 71 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
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Return-volatility relationships in cryptocurrency markets : evidence from asymmetric quantiles and non-linear ARDL approach
Karim, Muhammad Mahmudul; Ali, Md Hakim; Yarovaya, Larisa; … - In: International review of financial analysis 90 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014470582
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Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Bouri, Elie; Jalkh, Naji - In: International review of financial analysis 90 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014470883
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Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy
Feng, Lingbing; Qi, Jiajun; Lucey, Brian M. - In: International review of financial analysis 94 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014543914
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Asymmetric volatility in the cryptocurrency market : new evidence from models with structural breaks
Aharon, David Y.; Butt, Hassan Anjum; Jaffri, Ali; … - In: International review of financial analysis 87 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014460602
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To hedge or not to hedge? : cryptocurrencies, gold and oil against stock market risk
Echaust, Krzysztof; Just, Małgorzata; Kliber, Agata - In: International review of financial analysis 94 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014543972