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Higher moments, extreme returns, and cross-section of cryptocurrency returns

Jia, Yuecheng; Liu, Yuzheng; Yan, Shu - In: Finance research letters 39 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012804999

Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty

Han, SeungOh - In: Finance research letters 68 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015063767

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

Is geopolitical risk priced in the cross-section of cryptocurrency returns?

Long, Huaigang; Demir, Ender; Będowska-Sójka, Barbara; … - In: Finance research letters 49 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10013479434

What drives Bitcoin's price crash risk?

Kalyvas, Antonios; Papakyriakou, Panayiotis; Sakkas, … - In: Economics letters 191 (2020), pp. 1-5

Persistent link: https://www.econbiz.de/10012508027

Cryptocurrencies, Stocks, and Economic Policy Uncertainty : A FAVAR Analysis

Civelli, Andrea; Jackson, Laura E. - 2023

We study the interactions between cryptocurrencies, stock markets, and economic policy uncertainty (EPU) by means of a … within cryptocurrencies and stock markets. We document a greater heterogeneity across cryptocurrencies than stocks, with a … uncertainty, with cryptocurrencies providing a safe haven against the Chinese and the U.K., but not the U.S., EPU …

Persistent link: https://www.econbiz.de/10014254302