cryptocurrencies, i.e. Bitcoin, Ethereum, Ripple and Litecoin. More than 1,000 GARCH models are fitted to the log returns of the … exchange rates of each of these cryptocurrencies to estimate a one-step ahead prediction of Value-at-Risk (VaR) and Expected …

trading volume of five of the main cryptocurrencies (Bitcoin, Ethereum, Litecoin, XRP and Stellar) in 99 developed and … the US cyber security firms tend to overreact to cyberattacks affecting cryptocurrencies and more wealth is spent on cyber … security compared to other countries. Both hacktivism and cyber-warfare have a significant impact on cryptocurrencies …

This paper examines mean and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin and Ethereum … (interdependence) among the three cryptocurrencies under investigation are found in most cases when cyber attacks are taken into …

This paper assesses the impact of US policy responses to the Covid-19 pandemic on various cryptocurrencies and also …

of the four main cryptocurrencies in terms of market capitalization (BTC, ETH, USDT, BNB) and of four US stock market … market efficiency in the case of the cryptocurrencies but not of the stock market indices considered. They also indicate that … cryptocurrencies can be a useful tool for investors to diversify and hedge when required in the case of the US markets. …

This paper assesses the impact of US policy responses to the Covid-19 pandemic on various cryptocurrencies and also …

cryptocurrencies, i.e. Bitcoin, Ethereum, Ripple and Litecoin. More than 1,000 GARCH models are fitted to the log returns of the … exchange rates of each of these cryptocurrencies to estimate a one-step ahead prediction of Value-at-Risk (VaR) and Expected …