Narrow search
Showing 1 - 10 of 18,781
Cover Image
Bubbles and Crashes in Cryptocurrencies : Interdependence, Contagion, or Asset Rotation?
Chowdhury, Md Shahedur R.; Damianov, Damian S.; … - 2021
cryptocurrency market exhibits a high level of market connectedness. Bitcoin is a net transmitter of return spillovers during busts … and a net receiver during booms. Analysis of the timing of bubble and crash periods uncovers the presence of … interdependence and contagion effects. There is only limited evidence for asset rotation, and it involves mostly Ripple. Bubbles in …
Persistent link: https://www.econbiz.de/10013324335
Cover Image
Technical analysis in cryptocurrency markets : do transaction costs and bubbles matter?
Svogun, Daniel; Bazán-Palomino, Walter - In: Journal of international financial markets, … 79 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013358720
Cover Image
Diversification benefits in the cryptocurrency market under mild explosivity
Anyfantaki, Sofia; Arvanitis, Stelios; Topaloglou, Nikolas - In: European journal of operational research : EJOR 295 (2021) 1, pp. 378-393
Persistent link: https://www.econbiz.de/10012595999
Cover Image
Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets.
Yousaf, Imran; Yarovaya, Larisa - In: Finance research letters 50 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014245339
Cover Image
Static and dynamic connectedness between NFTs, Defi and other assets : portfolio implication
Yousaf, Imran; Yarovaya, Larisa - In: Global finance journal 53 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013412670
Cover Image
Co-Bubble transmission across clean and dirty cryptocurrencies : network and portfolio analysis
Chen, Yan; Zhang, Lei; Bouri, Elie - In: Journal of international money and finance 145 (2024), pp. 1-22
Persistent link: https://www.econbiz.de/10014551411
Cover Image
Multi-period experimental asset markets with distinct fundamental value regimes
Stöckl, Thomas; Huber, Jürgen; Kirchler, Michael - In: Experimental economics : a journal of the Economic … 18 (2015) 2, pp. 314-334
Persistent link: https://www.econbiz.de/10011530673
Cover Image
How does bubble risk propagate among financial assets? : a perspective from the BSADF-vine copula model
Yao, Can-Zhong; Li, Min-Jian; Xu, Xin - In: International review of economics & finance : IREF 88 (2023), pp. 347-364
Persistent link: https://www.econbiz.de/10014475372
Cover Image
Investigating the dynamic relationship between cryptocurrencies and conventional assets : implications for financial investors
Charfeddine, Lanouar; Benlagha, Noureddine; Maouchi, Youcef - In: Economic modelling 85 (2020), pp. 198-217
Persistent link: https://www.econbiz.de/10012210625
Cover Image
Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?
Sakurai, Yuji; Kurosaki, Tetsuo - In: Research in international business and finance 65 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014436112