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Bitcoin's innovative aspects, return volatility and uncertainty shocks
Frascaroli, Bruno Ferreira - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 224-245
Persistent link: https://www.econbiz.de/10012510290
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Nonlinear dependence in cryptocurrency markets
Chaim, Pedro; Laurini, Márcio Poletti - In: The North American journal of economics and finance : a … 48 (2019), pp. 32-47
Persistent link: https://www.econbiz.de/10012120206
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The role of uncertainty index in forecasting volatility of Bitcoin : fresh evidence from GARCH-MIDAS approach
Xia, Yufei; Sang, Chong; He, Lingyun; Wang, Ziyao - In: Finance research letters 52 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472258
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The impact on people's holding intention of bitcoin by their perceived risk and value
Huang, Wei-Lung - In: Economic research 32 (2019) 1,4, pp. 3570-3585
Persistent link: https://www.econbiz.de/10012404250
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Linkages between CBDC and cryptocurrency uncertainties, and digital payment stocks
Yousaf, Imran; Goodell, John W. - In: Finance research letters 54 (2023), pp. 1-11
Persistent link: https://www.econbiz.de/10014472731
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Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong; Su, Zhi; Yin, Libo - In: International review of financial analysis 71 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
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Intraday spillovers in high-order moments among main cryptocurrency markets : the role of uncertainty indexes
Mensi, Walid; Kumar, Anoop S.; Ko, Hee-Un; Kang, Sang Hoon - In: Eurasian economic review : a journal in applied … 14 (2024) 2, pp. 507-538
Persistent link: https://www.econbiz.de/10015070187
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Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14
This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn … that the connectedness is 23.49%, indicating a low level of connection between Bitcoin and the commodity volatilities …. Bitcoin contributes only 2.55% to the connectedness, while the wheat volatility index accounts for 12.51% of the total …
Persistent link: https://www.econbiz.de/10012305145
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Can Bitcoin hedge the risks of geopolitical events?
Su, Chi-Wei; Qin, Meng; Tao, Ran; Shao, Xue-Feng; Albu, … - In: Technological forecasting & social change : an … 159 (2020), pp. 1-9
Persistent link: https://www.econbiz.de/10012519562
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Systematic risk in cryptocurrency market : evidence from DCC-MGARCH model
Nguyen Phuc Canh; Wongchoti, Udomsak; Su Dinh Thanh; … - In: Finance research letters 29 (2019), pp. 90-100
Persistent link: https://www.econbiz.de/10012417957