Narrow search
Showing 1 - 10 of 5,200
Cover Image
What does bitcoin look like?
Bouoiyour, Jamal; Selmi, Refk - In: Annals of economics and finance 16 (2015) 2, pp. 449-492
Persistent link: https://www.econbiz.de/10011428186
Cover Image
Stock market reactions to upside and downside volatility of Bitcoin : a quantile analysis
Ahmed, Walid M. A. - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10012822118
Cover Image
Are cryptocurrencies a backstop for the stock market in a COVID-19-led financial crisis? : evidence from the NARDL approach
Jeribi, Ahmed; Jena, Sangram Keshari; Lahiani, Amine - In: International Journal of Financial Studies : open … 9 (2021) 3, pp. 1-36
The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period...
Persistent link: https://www.econbiz.de/10012587922
Cover Image
A cryptocurrency risk-return analysis for bull and bear regimes
Barkai, Ittai; Shushi, Tomer; Yosef, Rami - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 95-118
Persistent link: https://www.econbiz.de/10012613091
Cover Image
Efficiency in cryptocurrency markets : new evidence
López-Martín, Carmen; Muela, Sonia Benito; Arguedas, … - In: Eurasian economic review : a journal in applied … 11 (2021) 3, pp. 403-431
Persistent link: https://www.econbiz.de/10012616004
Cover Image
Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market
Gambarelli, Luca; Marchi, Gianluca; Muzzioli, Silvia - 2022
Persistent link: https://www.econbiz.de/10013258708
Cover Image
Nonlinear nexus between cryptocurrency returns and COVID–19 news sentiment
Banerjee, Ameet Kumar; Akhtaruzzaman, Md; Dionisio, Andreia - 2021
This paper examines how different categories of COVID–19 news sentiment differentially impact the behavior of cryptocurrency returns. A nonlinear technique of transfer entropy is applied to investigate the relationship between the top 30 cryptocurrencies by market capitalization and COVID–19...
Persistent link: https://www.econbiz.de/10013212657
Cover Image
On the evolution of cryptocurrency market efficiency
Noda, Akihiko - In: Applied economics letters 28 (2021) 6, pp. 433-439
Persistent link: https://www.econbiz.de/10012485046
Cover Image
Cryptocurrencies and stock market indices. Are they related?
Gil-Alaña, Luis A.; Abakah, Emmanuel Joel Aikins; … - In: Research in international business and finance 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012205484
Cover Image
On the market efficiency and liquidity of high-frequency cryptocurrencies in a bull and bear market
Zhang, Yuanyuan; Chan, Stephen; Chu, Jeffrey; Sulieman, Hana - In: Journal of risk and financial management : JRFM 13 (2020) 1/8, pp. 1-14
The market for cryptocurrencies has experienced extremely turbulent conditions in recent times, and we can clearly identify strong bull and bear market phenomena over the past year. In this paper, we utilise algorithms for detecting turnings points to identify both bull and bear phases in...
Persistent link: https://www.econbiz.de/10012173261