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Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis

González Pérez, María de la O; Jareño, Francisco; … - In: International review of financial analysis 76 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012805064

Connectedness between cryptocurrency and technology sectors : international evidence

Umar, Zaghum; Trabelsi, Nader; Alqahtani, Faisal - In: International review of economics & finance : IREF 71 (2021), pp. 910-922

Persistent link: https://www.econbiz.de/10012630803

Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies

Aharon, David Y.; Umar, Zaghum; Xuan Vinh Vo - In: Financial innovation : FIN 7 (2021), pp. 1-25

This study examines the connectedness between the US yield curve components (i.e., level, slope, and curvature …. Our static connectedness analysis shows that Bitcoin is mainly independent of shocks from the yield curve's level, slope … allows us to observe Bitcoin's connectedness in times of stress. Evidence supporting this contention is the substantially …

Persistent link: https://www.econbiz.de/10012617325

A clean, green haven? : examining the relationship between clean energy, clean and dirty cryptocurrencies

Ren, Boru; Lucey, Brian M. - In: Energy economics 109 (2022), pp. 1-29

Persistent link: https://www.econbiz.de/10013283923

The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies

Umar, Zaghum; Jareño, Francisco; González Pérez, … - In: Technological forecasting & social change : an … 172 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013175673

Total and net-directional connectedness of cryptocurrencies during the pre- and post-COVID-19 pandemic

Le Thanh Ha; Nguyen Van Dai - In: Journal of international commerce, economics and policy 13 (2022) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10013263210

Realised volatility connectedness among Bitcoin exchange markets

Ji, Qiang; Bouri, Elie; Krištoufek, Ladislav; Lucey, … - In: Finance research letters 38 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012485029

Regime specific spillover across cryptocurrencies and the role of COVID-19

Shahzad, Syed Jawad Hussain; Bouri, Elie; Kang, Sang Hoon; … - In: Financial innovation : FIN 7 (2021), pp. 1-24

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility regimes, while considering three pricing factors and the effect of the COVID-19 outbreak. To do so, we apply a Markov regime-switching (MS) vector autoregressive with exogenous...

Persistent link: https://www.econbiz.de/10012418495

Do cryptocurrencies and traditional asset classes influence each other?

Kurka, Josef - In: Finance research letters 31 (2019), pp. 38-46

Persistent link: https://www.econbiz.de/10012421046

Distant or close cousins : connectedness between cryptocurrencies and traditional currencies volatilities

Andrada Félix, Julián; Fernandez-Perez, Adrian; … - In: Journal of international financial markets, … 67 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012495868