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Blockchain and cryptocurrencies
Chan, Stephen; Chu, Jeffrey; Zhang, Yuanyuan; … - In: Journal of risk and financial management : JRFM 13 (2020) 10/227, pp. 1-3
Cryptocurrencies are essentially digital currencies that use blockchain technology and cryptography to facilitate … cryptocurrencies in their business models. With this recent surge in interest, we believe that now is the time to start studying these … areas as a key piece of financial technology. The aim of this Special Issue is to provide a collection of papers from …
Persistent link: https://www.econbiz.de/10012388009
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Analyzing safe haven, hedging and diversifier characteristics of heterogeneous cryptocurrencies against G7 and BRICS market indexes
Gadi, Manoel Fernando Alonso; Sicilia, Miguel-Angel - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-3
variety of cryptocurrencies. In this paper, we report the results of studying the most representative cryptocurrency of each … consensus mechanism by trading volume, forming a list of twenty-four cryptocurrencies from the 1st of January 2018 to the 30th … blockchain technology and pre/during COVID health crisis. Results show that both attributes play an important role in the hedge …
Persistent link: https://www.econbiz.de/10014284391
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How to design cryptocurrency value and how to secure its sustainability in the market
Yoo, Soonduck - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-12
cryptocurrencies currently in use in the market. Some cryptocurrencies, such as Bitcoin, are choosing mining as a reward, to secure …
Persistent link: https://www.econbiz.de/10012534572
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An entrepreneurial definition of the blockchain technology and a stacked layer model of the ICO marketplace using the text mining approach
Gomaa, Ahmed; Li, Yibai - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-21
The landscape of ICOs and its underlying Blockchain technology needs more clarity, given that several overlapping and … from confusion, bias, and vested interest. Having consensus from the pioneer entrepreneurs who define Blockchain technology … industry perspective would further the understanding of the technology direction and its "raison d'être." or "reason of …
Persistent link: https://www.econbiz.de/10014284415
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On prices of privacy coins and Bitcoin
Hilmola, Olli-Pekka - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-15
Since the inauguration of cryptocurrencies, Bitcoin has been under pressure from competing tokens. As Bitcoin is a …
Persistent link: https://www.econbiz.de/10012626564
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Bitcoin and portfolio diversification : a portfolio optimization approach
Bakry, Walid; Rashid, Audil; Al-Mohamad, Somar; Elkanj, … - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-24
This study investigates the performance of Bitcoin as a diversifier under different constraining portfolio optimization frameworks. The study employs different constraining optimization frameworks that seek to maximize risk-adjusted returns (Sharpe ratio) of the portfolio by optimizing...
Persistent link: https://www.econbiz.de/10012622395
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The ascent of Bitcoin : bibliometric analysis of Bitcoin research
Aysan, Ahmet Faruk; Demirtaş, Hüseyin Bedir; Saraç, … - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-15
Bitcoin, as the first decentralized cryptocurrency, pioneers the cryptocurrency markets, both in terms of market capitalization and scientific interest. In this paper, we performed a comprehensive bibliometric study of the Bitcoin-related literature. Using the Scopus database, we created a...
Persistent link: https://www.econbiz.de/10012628394
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Cryptocurrency trading using machine learning
Koker, Thomas E.; Koutmos, Dimitrios - In: Journal of risk and financial management : JRFM 13 (2020) 8/178, pp. 1-7
cryptocurrencies in circulation. In relation to a buy-and-hold approach, we demonstrate how this model yields enhanced risk …
Persistent link: https://www.econbiz.de/10012322002
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Cryptocurrency returns before and after the introduction of Bitcoin futures
Deniz, Pinar; Stengos, Thanasēs - In: Journal of risk and financial management : JRFM 13 (2020) 6/116, pp. 1-21
This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more …. Our empirical findings suggest that the top five cryptocurrencies are substitutes before the launch of Bitcoin futures …
Persistent link: https://www.econbiz.de/10012305140
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Are GARCH and DCC values of 10 cryptocurrencies affected by COVID-19?
Yan, Kejia; Yan, Huqin; Gupta, Rakesh - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25
This paper examines the dynamic conditional correlations among 10 cryptocurrencies and the possibility of hedging … investment strategies among multiple cryptocurrencies over the period affected by COVID-19 from 2017 to 2022. After studying the … relationship between Bitcoin, Ethereum, and the other eight cryptocurrencies, four main results were obtained in this paper: first …
Persistent link: https://www.econbiz.de/10013161876