This study examines the nexus between the good and bad volatilities of three technological revolutions-fnancial technology (FinTech), the Internet of Things, and artifcial intelligence and technology-as well as the two main conventional and Islamic cryptocurrency platforms, Bitcoin and Stellar,...

This paper examines the dynamics of the asymmetric volatility spillovers across four major cryptocurrencies comprising nearly 61% of cryptocurrency market capitalization and covering both conventional (Bitcoin and Ethereum) and Islamic (Stellar and Ripple) cryptocurrencies. Using a novel...

This paper uncovers the dynamics of the asymmetric volatility spillovers across three majorcryptocurrencies (Bitcoin, Ethereum, and Stellar) comprising nearly 75% of the cryptocurrencymarket capitalization. Using a novel Time-Varying Parameter Vector Autoregression(TVP-VAR) asymmetric...