Similar Search Results

Dynamic connectedness between energy markets and cryptocurrencies : evidence from the Covid-19 pandemic

Harasheh, Murad; Bouteska, Ahmed; Hammad, May H. - In: The journal of energy markets 16 (2023) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10014484998

Causality and dynamic spillovers among cryptocurrencies and currency markets

Elsayed, Ahmed H.; Gozgor, Giray; Lau, Chi Keung - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2026-2040

Persistent link: https://www.econbiz.de/10013184641

Return and volatility spillovers among cryptocurrencies

Koutmos, Dimitrios - In: Economics letters 173 (2018), pp. 122-127

Persistent link: https://www.econbiz.de/10012022954

Are cryptocurrencies contagious to Asian financial markets?

Handika, Rangga; Soepriyanto, Gatot; Havidz, Shinta … - In: Research in international business and finance 50 (2019), pp. 416-429

Persistent link: https://www.econbiz.de/10012177757

Investigating volatility transmission and hedging properties between Bitcoin and Ethereum

Beneki, Christina; Koulis, Alexandros; Kyriazis, Nikolaos A. - In: Research in international business and finance 48 (2019), pp. 219-227

Persistent link: https://www.econbiz.de/10012135874

Quantifying the spillover effect in the cryptocurrency market

Moratis, George - In: Finance research letters 38 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012490604

Dynamic spillovers between leading cryptocurrencies and derivatives tokens : insights from a quantile VAR approach

Yousaf, Imran; Pham, Linh; Goodell, John W. - In: International review of financial analysis 94 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543916

Can cryptocurrencies hedge oil price fluctuations? : a pandemic perspective

Będowska-Sójka, Barbara; Kliber, Agata - In: Energy economics 115 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013541809

Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations

Malek, Jiri; Nguyen, Duc Khuong; Sensoy, Ahmet; Quang … - In: Finance research letters 55 (2023) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10014472966

Volatility spillovers among cryptocurrencies

Smales, Lee A. - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-12

-MGARCH model to examine the return and volatility spillovers across three distinct classes of cryptocurrencies: coins, tokens, and … cryptocurrencies. We find a bi-directional relationship for returns and long-term (GARCH) spillovers between BTC and ETH, but only a …

Persistent link: https://www.econbiz.de/10012792439

1
2
3
4
5
6
7
8
9
10
Next
Last