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The Russia-Ukraine conflict and investor psychology in financial markets

Chowdhury, Emon Kalyan; Humaira, Umme - In: Economic affairs : journal of the Institute of Economic … 43 (2023) 3, pp. 388-405

Persistent link: https://www.econbiz.de/10014432634

Inter-markets volatility spillover in U.S. bitcoin and financial markets

Qarni, Muhammad Owais; Gulzar, Saqib; Fatima, Syeda Tamkeen - In: Journal of business economics and management 20 (2019) 4, pp. 694-714

This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry Measure, and Barunik and Krehlik (2018)...

Persistent link: https://www.econbiz.de/10012175787

FTX fiasco and global equity markets : evidence from event study approach

Goyal, Priyanka; Soni, Pooja - In: Journal of financial economic policy 15 (2023) 4/5, pp. 396-407

Persistent link: https://www.econbiz.de/10014380781

The reaction of financial markets to Russia’s invasion of Ukraine : evidence from gold, oil, bitcoin, and major stock markets

Diaconaşu, Delia-Elena; Mehdian, Seyed M.; Stoica, Ovidiu - In: Applied economics letters 30 (2023) 19, pp. 2792-2796

Persistent link: https://www.econbiz.de/10014369456

Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets

Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243

Persistent link: https://www.econbiz.de/10014232428

COVID-19 outbreak and performance of financial markets : evidence from the stock market, the foreign exchange market and cryptocurrencies market in Nigeria

Mohammed, Ibrahim - In: International journal of business and emerging markets … 15 (2023) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10014232454

Are Cryptocurrencies a Safe Haven for Equity Markets? An International Perspective from the COVID-19 Pandemic

Conlon, Thomas - 2020

The COVID-19 pandemic provided the first widespread bear market conditions since the inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin, Ethereum and Tether from the perspective of international equity index investors. Bitcoin and Ethereum are not a safe...

Persistent link: https://www.econbiz.de/10012834074

Attention allocation and international stock return comovement : evidence from the Bitcoin market

Hu, Yitong; Li, Xiao; Shen, Dehua - In: Research in international business and finance 54 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012581375

Efficiency, multifractality, and the long-memory property of the Bitcoin market : a comparative analysis with stock, currency, and gold markets

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Yoon, Seong-min - In: Finance research letters 27 (2018), pp. 228-234

Persistent link: https://www.econbiz.de/10012006868

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