Virtual currency represents a specific technological innovation on financial markets. Bitcoin and other …, and Bitcoin. In addition, virtual currencies are moderately Correlated, with the exception of Tether based on correlation … analysis. The high correlation is dangerous for cryptocurrency in portfolio diversification. However, Tether is an atypical …

We investigate any similarity and dependence based on the full distributions of cryptocurrency assets, stock indices … NASDAQ daily return has the most similar density and co-dependence with Bitcoin daily return, generally, but after the COVID … from Bitcoin daily return. All asset distances have declined by 75% or more after the COVID-19 outbreak. We also find that …

The cryptocurrency market has experienced stunning growth, with market value exceeding USD 1.5 trillion. We use a DCC … transmission across cryptocurrency markets. We also demonstrate applications of our results to hedging and optimal portfolio …

volatility. It is found that the majority of academic papers provides evidence for inefficiency of Bitcoin and other digital …

This article examines the asymmetric volatility spillover effects between Bitcoin and alternative coin markets at the … "pump-and-dump schemes" in the crypto markets. To do that, we estimate the volatility spillovers from Bitcoin to altcoin and … the cryptos' own risk spillovers during bull and bear markets. The spillover results from Bitcoin to altcoin provide mixed …

We examine the significance of fourty-one potential covariates of bitcoin returns for the period 2010-2018 (2872 daily … uncertainty and stock market volatility are among the most important variables for bitcoin. We also trace strong evidence of … bubbly bitcoin behavior in the 2017-2018 period. …

The purpose of this study is to analyze the contents of cryptocurrency value design based on adaptability to the … current market. It is also intended to provide a method of issuing cryptocurrency before its creation, and an operation method … afterwards. Activities before the creation of cryptocurrency must determine desirable behaviors and rewards to create value, and …

This study analyzes the volatility spillover effects in the US stock market (S&P500) and cryptocurrency market (BGCI … negative shocks to returns impact the S&P500 and the cryptocurrency market more than the positive shocks on both markets. This … study also indicates evidence of unidirectional cross-market asymmetric volatility transmission from the cryptocurrency …

agreements of all cryptocurrency exchange platforms, this paper proposes an evidence-based framework to design a novel regulation … instrument of taxation (Data Money Tax) and a dynamic regulative approach to cryptocurrency exchange platforms (Stack Regulation). …