A concern often expressed in relation to cryptocurrencies is their environmental impact associated with increasing electricity consumption which is currently unregulated. To assist researchers and policy makers, we developed a new Index of Cryptocurrency Environmental Attention (ICEA) based on...

We develop and make available a new Cryptocurrency Uncertainty Index (UCRY) based on news coverage. Our UCRY Index captures two types of the uncertainty: cryptocurrency price uncertainty (UCRY Price) and cryptocurrency policy uncertainty (UCRY Policy). We show that the constructed index has...

Based on coverage of over 660m news stories from LexisNexis News & Business between 2015–2021, we provide two new indices around the growing area of Central Bank Digital Currencies (CBDC): the CBDC Uncertainty Index (CBDCUI) and CBDC Attention Index (CBDCAI). We show that both indices spiked...

Based on the coverage of over 660m news stories from LexisNexis News & Business between 2015–2021, we provide two new indices around the growing area of Central Bank Digital Currencies (CBDC): the CBDC Uncertainty Index (CBDCUI) and CBDC Attention Index (CBDCAI). We show that both indices...

Amid surging market values and widespread regulatory discussion, NFT and DeFi markets are widely perceived as being simply speculative, bubble, assets. This paper detects the existence and dates of price bubbles in the NFT and DeFi market by applying SADF and GSADF tests. We document that NFT...

Amid surging market values and widespread regulatory discussion, NFT and DeFi markets are widely perceived as being simply speculative, bubble, assets. This paper detects the existence and dates of price bubbles in the NFT and DeFi market by applying SADF and GSADF tests. We document that NFT...

Several common properties shared by cryptocurrencies and precious metals, such as safe haven, hedge and diversification for risk assets, have been wildly discussed since the day Bitcoin was created in 2008. However, no studies have explored whether cryptocurrency market uncertainties can help to...