Showing 1 - 10 of 42
This paper estimates the influence of terrorist attacks on European tourism through the short-term post-hoc response of the airline industry and passengers. We use a seasonally-adjusted ARMA-GARCH methodology on unique datasets that examine changes in tourism as measured by ASKs, seats filled...
Persistent link: https://www.econbiz.de/10014104125
We examine the literature on the financial economics of precious metals from a bibliometric and scientometric perspective. We surface the main trends and authors in the area over the last two decades, and provide estimates of the density of the networks of researchers and research. Clear...
Persistent link: https://www.econbiz.de/10012907160
Blockchain technology appears to be ready to revolutionise a broad number of industries. However, the blockchain itself contains a number of inefficiencies and areas for improvement, namely: transaction fees and transaction speeds. Directed acyclic graphs (DAGs) address, and improve on these...
Persistent link: https://www.econbiz.de/10012888905
The growth of cryptocurrency mining in China, still heavily reliant on coal as a fuel for electricity generation, raises natural questions on the inter-relatedness of coal and crypto prices and volatilities. We investigate this, and the safety and thus supply stability of domestic Chinese coal...
Persistent link: https://www.econbiz.de/10013226695
This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news affects stock returns, commodities and interest rates. We extend the approach developed by Birz and Lott [2011] to examine the hypothesis...
Persistent link: https://www.econbiz.de/10012924762
Eastman Kodak is an American technology company that produces imaging products. In 2018, it announced its intentions to enter the crytpocurrency market, raising concerns that it could be taking advantage of a potential cryptocurrency bubble for short-term gains. We analyse the relationships...
Persistent link: https://www.econbiz.de/10012924963
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Persistent link: https://www.econbiz.de/10012005563
Through the application of three pair-wise bivariate BEKK models, this paper examines the conditional volatility dynamics along with interlinkages and conditional correlations between three pairs of cryptocurrencies, namely Bitcoin, Ether and Litecoin. While cryptocurrency price volatility is...
Persistent link: https://www.econbiz.de/10012912874
We examine the response of a broad set of digital assets to US Federal Fund interest rate and quantitative easing announcements, specifically examining associated volatility spillover and feedback effects. We classify each digital asset into one of three categories: Currencies; Protocols; and...
Persistent link: https://www.econbiz.de/10012900613