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Non-linearities, cyber attacks and cryptocurrencies

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - 2019

This paper uses a Markov-switching non-linear specification to analyse the effects of cyber attacks on returns in the case of four cryptocurrencies (Bitcoin, Ethernam, Litecoin and Stellar) over the period 8/8/2015 - 28/2/2019. The analysis considers both cyber attacks in general and those...

Persistent link: https://www.econbiz.de/10012026468

Cyber attacks, spillovers and contagion in the cryptocurrency markets

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - 2020

This paper examines mean and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin and Ethereum) and the role played by cyber attacks. Specifically, trivariate GARCH-BEKK models are estimated which include suitably defined dummies corresponding to different types, targets...

Persistent link: https://www.econbiz.de/10012219891

Cyber-attacks and cryptocurrencies

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - 2020

This paper provides some comprehensive evidence on the effects of cyber-attacks on the returns, realized volatility and trading volume of five of the main cryptocurrencies (Bitcoin, Ethereum, Litecoin, XRP and Stellar) in 99 developed and developing countries. More specifically, it investigates...

Persistent link: https://www.econbiz.de/10012171767

Non-linearities, cyber attacks and cryptocurrencies

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - In: Finance research letters 32 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012430830

Non-Linearities, Cyber Attacks and Cryptocurrencies

Caporale, Guglielmo Maria - 2019

This paper uses a Markov-switching non-linear specification to analyse the effects of cyber attacks on returns in the case of four cryptocurrencies (Bitcoin, Ethernam, Litecoin and Stellar) over the period 8/8/2015-28/2/2019. The analysis considers both cyber attacks in general and those...

Persistent link: https://www.econbiz.de/10012867869

Cyber-attacks, cryptocurrencies and cyber security

Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - In: Economic and financial crime, sustainability and good …, (pp. 347-381). 2023

Persistent link: https://www.econbiz.de/10014341102

Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets

Caporale, Guglielmo Maria - 2020

Persistent link: https://www.econbiz.de/10012832186

Globalization, EU enlargement and income distribution

Breuss, Fritz - 2007

factors of production (capital and labor). In contrast, the consequences of FDI from the capital abundant country (EU) to the … country CGE model, including the EU and the CEEC. A panel regression for both regions separately, helps to decide empirically … advantage (increase in global net trade) has contributed to a decline in the labor income shares in the EU. Additionally, those …

Persistent link: https://www.econbiz.de/10011347055

Towards a New EMU

Breuss, Fritz - Österreichisches Institut für Wirtschaftsforschung (WIFO) - 2012

towards a more centralised fiscal policy at EU/Euro area level within a new EMU economic governance. Besides the improvement …

Persistent link: https://www.econbiz.de/10010663714

A Prototype Model of EU's 2007 Enlargement

Breuss, Fritz - 2007

EU's 2007 enlargement by Bulgaria and Romania is evaluated by applying a simple macroeconomic integration model able to … Romania spill-over to EU15, including Austria and the 10 new member states of the 2004 EU enlargement. The pattern of the … integration effects is qualitatively similar to those of EU?s 2004 enlargement by 10 new member states. Bulgaria and Romania gain …

Persistent link: https://www.econbiz.de/10011345412

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