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If GPU(time) == money : sustainable crypto-asset market? : analysis of similarity among crypto-asset financial time series

Zięba, Damian - In: International review of economics & finance : IREF 89 (2024) 2, pp. 863-912

Persistent link: https://www.econbiz.de/10014446819

High-Frequency Connectedness between Bitcoin and Other Top-Traded Crypto Assets during the COVID-19 Crisis

Katsiampa, Paraskevi; Yarovaya, Larisa; Zięba, Damian - 2021

In this paper, we analyse co-movements and correlations between Bitcoin and thirty-one of the most-tradable crypto assets using high-frequency data for the period from January 2019 to December 2020. We apply the Diagonal-BEKK model to data from the pre-COVID and COVID-19 periods, and identify...

Persistent link: https://www.econbiz.de/10013221652

Are demand shocks in bitcoin contagious?

Zięba, Damian; Śledziewska, Katarzyna - Uniwersytet Warszawski / Wydział Nauk Ekonomicznych - 2018

Persistent link: https://www.econbiz.de/10011926415

Shock transmission in the cryptocurrency market : is Bitcoin the most influential?

Zięba, Damian; Kokoszczyński, Ryszard; Śledziewska, … - In: International review of financial analysis 64 (2019), pp. 102-125

Persistent link: https://www.econbiz.de/10012208368

High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis

Katsiampa, Paraskevi; Yarovaya, Larisa; Zięba, Damian - In: Journal of international financial markets, … 79 (2022), pp. 1-29

Persistent link: https://www.econbiz.de/10013358787

Intraday volume-return nexus in cryptocurrency markets : novel evidence from cryptocurrency classification

Yarovaya, Larisa; Zięba, Damian - In: Research in international business and finance 60 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013411155